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 0.80% 1.87 CHF 1.88 CHF 132'000 132'000 58'464 58'464 111'947 CHF 112'707 CHF 99.38% 99.38%
19.11.2024 0.80% 1.93 CHF 1.94 CHF 131'000 131'000 58'563 58'563 112'597 CHF 113'357 CHF 100.00% 100.00%
18.11.2024 0.79% 1.94 CHF 1.95 CHF 130'000 130'000 58'114 58'114 112'750 CHF 113'506 CHF 99.73% 99.73%
15.11.2024 0.80% 1.95 CHF 1.96 CHF 130'000 130'000 58'102 58'102 112'941 CHF 113'697 CHF 100.00% 100.00%
14.11.2024 0.79% 1.94 CHF 1.95 CHF 130'000 130'000 58'298 58'298 114'017 CHF 114'777 CHF 98.65% 98.65%
13.11.2024 0.77% 1.94 CHF 1.95 CHF 130'000 130'000 57'498 57'498 113'995 CHF 114'742 CHF 99.23% 99.23%
12.11.2024 0.77% 2.02 CHF 2.03 CHF 128'000 128'000 57'685 57'685 116'099 CHF 116'848 CHF 99.88% 99.88%
11.11.2024 0.78% 2.03 CHF 2.04 CHF 128'000 128'000 57'763 57'763 116'014 CHF 116'766 CHF 99.90% 99.90%
08.11.2024 0.81% 1.96 CHF 1.97 CHF 130'000 130'000 59'194 59'194 113'946 CHF 114'713 CHF 99.04% 99.04%
07.11.2024 0.80% 1.89 CHF 1.90 CHF 133'000 133'000 59'085 59'085 113'485 CHF 114'250 CHF 99.86% 99.86%

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