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 0.55% 1.87 CHF 1.88 CHF 310'000 310'000 137'154 137'154 255'321 CHF 256'695 CHF 99.68% 99.68%
19.11.2024 0.55% 1.85 CHF 1.86 CHF 305'000 305'000 132'718 132'718 244'560 CHF 245'889 CHF 99.91% 99.91%
18.11.2024 0.56% 1.85 CHF 1.86 CHF 305'000 305'000 131'636 131'636 240'501 CHF 241'820 CHF 99.04% 99.04%
15.11.2024 0.56% 1.82 CHF 1.83 CHF 295'000 295'000 116'684 116'684 211'822 CHF 212'991 CHF 98.95% 98.95%
14.11.2024 0.56% 1.82 CHF 1.83 CHF 295'000 295'000 131'451 131'451 238'847 CHF 240'164 CHF 99.86% 99.86%
13.11.2024 0.57% 1.81 CHF 1.82 CHF 295'000 295'000 130'924 130'924 235'645 CHF 236'956 CHF 99.45% 99.45%
12.11.2024 0.56% 1.80 CHF 1.81 CHF 295'000 295'000 131'094 131'094 236'067 CHF 237'380 CHF 99.32% 99.32%
11.11.2024 0.57% 1.80 CHF 1.81 CHF 295'000 295'000 132'106 132'106 237'690 CHF 239'013 CHF 99.28% 99.28%
08.11.2024 0.57% 1.79 CHF 1.80 CHF 300'000 300'000 134'990 134'990 242'127 CHF 243'479 CHF 99.42% 99.42%
07.11.2024 0.57% 1.79 CHF 1.80 CHF 300'000 300'000 129'403 129'403 232'252 CHF 233'549 CHF 98.31% 98.31%

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