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 0.96% 1.07 CHF 1.08 CHF 300'000 100'000 300'000 100'000 310'807 CHF 104'602 CHF 99.37% 99.37%
19.11.2024 0.97% 1.10 CHF 1.11 CHF 300'000 100'000 300'000 100'000 307'353 CHF 103'451 CHF 96.92% 96.92%
18.11.2024 1.05% 0.94 CHF 0.95 CHF 300'000 100'000 300'000 100'000 282'973 CHF 95'324 CHF 95.39% 95.39%
15.11.2024 1.06% 0.93 CHF 0.94 CHF 300'000 100'000 300'000 100'000 282'099 CHF 95'033 CHF 99.38% 99.38%
14.11.2024 0.99% 0.99 CHF 1.00 CHF 300'000 100'000 300'000 100'000 302'106 CHF 101'702 CHF 99.37% 99.37%
13.11.2024 1.02% 0.98 CHF 0.99 CHF 300'000 100'000 300'000 100'000 293'387 CHF 98'796 CHF 92.31% 92.31%
12.11.2024 1.06% 0.97 CHF 0.98 CHF 300'000 100'000 300'000 100'000 280'515 CHF 94'505 CHF 96.96% 96.96%
11.11.2024 1.03% 0.93 CHF 0.94 CHF 300'000 100'000 300'000 100'000 289'465 CHF 97'488 CHF 97.55% 97.55%
08.11.2024 1.09% 0.97 CHF 0.98 CHF 300'000 100'000 300'000 100'000 273'209 CHF 92'070 CHF 93.15% 93.15%
07.11.2024 1.13% 0.90 CHF 0.91 CHF 300'000 100'000 300'000 100'000 264'340 CHF 89'113 CHF 98.67% 98.67%

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