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 0.70% 1.41 CHF 1.42 CHF 750'000 100'000 740'841 100'000 1'060'040 CHF 144'089 CHF 99.38% 99.38%
19.11.2024 0.72% 1.37 CHF 1.38 CHF 750'000 100'000 750'000 100'000 1'039'960 CHF 139'662 CHF 99.37% 99.37%
18.11.2024 0.72% 1.40 CHF 1.41 CHF 750'000 100'000 750'000 100'000 1'037'410 CHF 139'321 CHF 99.26% 99.26%
15.11.2024 0.75% 1.35 CHF 1.36 CHF 750'000 100'000 750'000 100'000 999'382 CHF 134'251 CHF 99.38% 99.38%
14.11.2024 0.78% 1.31 CHF 1.32 CHF 750'000 100'000 750'000 100'000 962'373 CHF 129'316 CHF 99.37% 99.37%
13.11.2024 0.78% 1.28 CHF 1.29 CHF 750'000 100'000 750'000 100'000 962'468 CHF 129'329 CHF 99.37% 99.37%
12.11.2024 0.76% 1.30 CHF 1.31 CHF 750'000 100'000 750'000 100'000 989'255 CHF 132'901 CHF 99.37% 99.37%
11.11.2024 0.73% 1.37 CHF 1.38 CHF 750'000 100'000 750'000 100'000 1'024'800 CHF 137'640 CHF 99.37% 99.37%
08.11.2024 0.76% 1.33 CHF 1.34 CHF 750'000 100'000 750'000 100'000 985'992 CHF 132'466 CHF 99.37% 99.37%
07.11.2024 0.74% 1.33 CHF 1.34 CHF 750'000 100'000 750'000 100'000 1'006'190 CHF 135'159 CHF 98.37% 98.37%

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