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 0.89% 1.16 CHF 1.17 CHF 300'000 100'000 300'000 100'000 337'073 CHF 113'358 CHF 99.35% 99.35%
19.11.2024 0.88% 1.15 CHF 1.16 CHF 300'000 100'000 300'000 100'000 338'317 CHF 113'772 CHF 99.35% 99.35%
18.11.2024 0.88% 1.16 CHF 1.17 CHF 300'000 100'000 300'000 100'000 339'416 CHF 114'139 CHF 94.65% 94.65%
15.11.2024 0.78% 1.21 CHF 1.22 CHF 300'000 100'000 300'000 100'000 385'301 CHF 129'434 CHF 99.37% 99.37%
14.11.2024 0.74% 1.32 CHF 1.33 CHF 300'000 100'000 300'000 100'000 402'332 CHF 135'111 CHF 99.36% 99.36%
13.11.2024 0.71% 1.35 CHF 1.36 CHF 300'000 100'000 300'000 100'000 418'360 CHF 140'453 CHF 93.56% 93.56%
12.11.2024 0.65% 1.50 CHF 1.51 CHF 300'000 100'000 300'000 100'000 460'021 CHF 154'340 CHF 96.73% 96.73%
11.11.2024 0.66% 1.59 CHF 1.60 CHF 300'000 100'000 300'000 100'000 454'419 CHF 152'473 CHF 99.35% 99.35%
08.11.2024 0.65% 1.47 CHF 1.48 CHF 300'000 100'000 300'000 100'000 456'893 CHF 153'298 CHF 90.83% 90.83%
07.11.2024 0.73% 1.50 CHF 1.51 CHF 300'000 100'000 300'000 100'000 412'538 CHF 138'513 CHF 88.27% 88.27%

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