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 1.30% 1.30 CHF 1.31 CHF 62'000 62'000 27'929 27'929 37'859 CHF 38'283 CHF 99.90% 99.90%
19.11.2024 1.24% 1.39 CHF 1.40 CHF 61'000 61'000 26'906 26'906 38'238 CHF 38'644 CHF 100.00% 100.00%
18.11.2024 1.44% 1.43 CHF 1.44 CHF 61'000 61'000 26'817 26'817 41'430 CHF 41'914 CHF 99.90% 99.90%
15.11.2024 1.42% 1.62 CHF 1.63 CHF 59'000 59'000 23'479 23'479 38'320 CHF 38'709 CHF 99.45% 99.45%
14.11.2024 1.42% 1.62 CHF 1.63 CHF 59'000 59'000 26'539 26'539 43'252 CHF 43'734 CHF 100.00% 100.00%
13.11.2024 1.42% 1.63 CHF 1.64 CHF 59'000 59'000 26'540 26'540 43'574 CHF 44'055 CHF 100.00% 100.00%
12.11.2024 1.44% 1.63 CHF 1.64 CHF 59'000 59'000 26'543 26'543 43'167 CHF 43'648 CHF 99.85% 99.85%
11.11.2024 1.46% 1.63 CHF 1.64 CHF 59'000 59'000 26'463 26'463 42'716 CHF 43'196 CHF 99.55% 99.55%
08.11.2024 1.16% 1.59 CHF 1.60 CHF 60'000 60'000 27'397 27'397 42'723 CHF 43'139 CHF 99.15% 99.15%
07.11.2024 1.22% 1.57 CHF 1.58 CHF 60'000 60'000 26'094 26'094 40'996 CHF 41'401 CHF 99.90% 99.90%

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