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 0.86% 1.13 CHF 1.14 CHF 750'000 250'000 750'000 250'000 863'674 CHF 290'391 CHF 99.37% 99.37%
19.11.2024 0.90% 1.09 CHF 1.10 CHF 750'000 250'000 750'000 250'000 829'209 CHF 278'903 CHF 99.37% 99.37%
18.11.2024 0.90% 1.12 CHF 1.13 CHF 750'000 250'000 750'000 250'000 828'417 CHF 278'639 CHF 99.25% 99.25%
15.11.2024 0.94% 1.07 CHF 1.08 CHF 750'000 250'000 750'000 250'000 794'024 CHF 267'175 CHF 99.38% 99.38%
14.11.2024 0.98% 1.04 CHF 1.05 CHF 750'000 250'000 750'000 250'000 758'629 CHF 255'376 CHF 99.37% 99.37%
13.11.2024 0.98% 1.01 CHF 1.02 CHF 750'000 250'000 750'000 250'000 757'938 CHF 255'146 CHF 99.37% 99.37%
12.11.2024 0.95% 1.03 CHF 1.04 CHF 750'000 250'000 750'000 250'000 783'231 CHF 263'577 CHF 99.37% 99.37%
11.11.2024 0.91% 1.09 CHF 1.10 CHF 750'000 250'000 750'000 250'000 816'983 CHF 274'828 CHF 99.37% 99.37%
08.11.2024 0.96% 1.06 CHF 1.07 CHF 750'000 250'000 750'000 250'000 781'409 CHF 262'970 CHF 99.37% 99.37%
07.11.2024 0.93% 1.06 CHF 1.07 CHF 750'000 250'000 750'000 250'000 800'395 CHF 269'298 CHF 98.36% 98.36%

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