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 0.83% 1.23 CHF 1.24 CHF 300'000 100'000 300'000 100'000 358'211 CHF 120'404 CHF 99.35% 99.35%
19.11.2024 0.83% 1.22 CHF 1.23 CHF 300'000 100'000 300'000 100'000 359'343 CHF 120'781 CHF 99.35% 99.35%
18.11.2024 0.83% 1.23 CHF 1.24 CHF 300'000 100'000 300'000 100'000 360'524 CHF 121'175 CHF 94.59% 94.59%
15.11.2024 0.74% 1.28 CHF 1.29 CHF 300'000 100'000 300'000 100'000 406'433 CHF 136'478 CHF 99.36% 99.36%
14.11.2024 0.71% 1.39 CHF 1.40 CHF 300'000 100'000 300'000 100'000 423'505 CHF 142'168 CHF 99.35% 99.35%
13.11.2024 0.68% 1.42 CHF 1.43 CHF 300'000 100'000 300'000 100'000 439'369 CHF 147'456 CHF 93.36% 93.36%
12.11.2024 0.62% 1.57 CHF 1.58 CHF 300'000 100'000 300'000 100'000 481'013 CHF 161'338 CHF 96.78% 96.78%
11.11.2024 0.63% 1.66 CHF 1.67 CHF 300'000 100'000 300'000 100'000 475'329 CHF 159'443 CHF 99.37% 99.37%
08.11.2024 0.63% 1.53 CHF 1.54 CHF 300'000 100'000 300'000 100'000 477'666 CHF 160'222 CHF 90.83% 90.83%
07.11.2024 0.69% 1.57 CHF 1.58 CHF 300'000 100'000 300'000 100'000 433'408 CHF 145'469 CHF 88.29% 88.29%

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