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 1.19% 1.55 CHF 1.56 CHF 128'000 128'000 57'249 57'249 87'145 CHF 88'012 CHF 99.90% 99.90%
19.11.2024 1.18% 1.54 CHF 1.55 CHF 128'000 128'000 57'407 57'407 86'818 CHF 87'687 CHF 99.87% 99.87%
18.11.2024 1.18% 1.55 CHF 1.56 CHF 128'000 128'000 57'245 57'245 87'383 CHF 88'250 CHF 99.90% 99.90%
15.11.2024 1.06% 1.60 CHF 1.61 CHF 126'000 126'000 55'510 55'510 91'890 CHF 92'729 CHF 100.00% 100.00%
14.11.2024 1.03% 1.71 CHF 1.72 CHF 122'000 122'000 54'461 54'461 93'726 CHF 94'549 CHF 100.00% 100.00%
13.11.2024 1.00% 1.74 CHF 1.75 CHF 122'000 122'000 53'789 53'789 95'514 CHF 96'326 CHF 100.00% 100.00%
12.11.2024 0.93% 1.89 CHF 1.90 CHF 118'000 118'000 52'508 52'508 100'388 CHF 101'181 CHF 99.89% 99.89%
11.11.2024 0.94% 1.98 CHF 1.99 CHF 116'000 116'000 52'677 52'677 101'542 CHF 102'343 CHF 100.00% 100.00%
08.11.2024 0.94% 1.85 CHF 1.86 CHF 120'000 120'000 53'498 53'498 101'495 CHF 102'304 CHF 98.89% 98.89%
07.11.2024 1.77% 1.89 CHF 1.90 CHF 118'000 118'000 39'349 39'349 72'105 CHF 72'844 CHF 99.98% 99.98%

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