Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 1.00% 0.99 CHF 1.00 CHF 300'000 100'000 300'000 100'000 297'939 CHF 100'313 CHF 99.38% 99.38%
19.11.2024 1.02% 1.00 CHF 1.01 CHF 300'000 100'000 300'000 100'000 292'011 CHF 98'337 CHF 99.37% 99.37%
18.11.2024 1.06% 0.96 CHF 0.97 CHF 300'000 100'000 300'000 100'000 282'774 CHF 95'258 CHF 99.38% 99.38%
15.11.2024 1.09% 0.89 CHF 0.90 CHF 300'000 100'000 300'000 100'000 274'550 CHF 92'517 CHF 99.36% 99.36%
14.11.2024 0.94% 1.09 CHF 1.10 CHF 300'000 100'000 300'000 100'000 318'269 CHF 107'090 CHF 99.37% 99.37%
13.11.2024 0.96% 1.07 CHF 1.08 CHF 300'000 100'000 300'000 100'000 310'899 CHF 104'633 CHF 99.38% 99.38%
12.11.2024 0.95% 1.05 CHF 1.06 CHF 300'000 100'000 300'000 100'000 313'291 CHF 105'430 CHF 99.13% 99.13%
11.11.2024 0.92% 1.06 CHF 1.07 CHF 300'000 100'000 300'000 100'000 323'406 CHF 108'802 CHF 99.38% 99.38%
08.11.2024 0.94% 1.07 CHF 1.08 CHF 300'000 100'000 300'000 100'000 318'794 CHF 107'265 CHF 99.37% 99.37%
07.11.2024 0.98% 1.03 CHF 1.04 CHF 300'000 100'000 300'000 100'000 305'817 CHF 102'939 CHF 98.58% 98.58%

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