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 0.56% 1.89 CHF 1.90 CHF 294'100 294'100 297'993 297'993 528'500 CHF 531'480 CHF 99.45% 99.45%
19.11.2024 0.59% 1.64 CHF 1.65 CHF 300'700 300'700 292'154 292'154 498'096 CHF 501'018 CHF 100.00% 100.00%
18.11.2024 0.57% 1.71 CHF 1.72 CHF 286'500 286'500 296'314 296'314 522'824 CHF 525'787 CHF 98.78% 98.78%
15.11.2024 0.57% 1.80 CHF 1.81 CHF 303'000 303'000 289'900 289'900 505'822 CHF 508'721 CHF 98.67% 98.67%
14.11.2024 0.54% 1.72 CHF 1.73 CHF 281'500 281'500 312'590 312'590 574'071 CHF 577'197 CHF 100.00% 100.00%
13.11.2024 0.63% 1.72 CHF 1.73 CHF 333'300 333'300 329'098 329'098 524'199 CHF 527'490 CHF 100.00% 100.00%
12.11.2024 0.63% 1.60 CHF 1.61 CHF 326'300 326'300 339'218 339'218 534'508 CHF 537'901 CHF 99.82% 99.82%
11.11.2024 0.68% 1.48 CHF 1.49 CHF 347'800 347'800 397'574 397'574 577'793 CHF 581'769 CHF 99.74% 99.74%
08.11.2024 0.83% 1.29 CHF 1.30 CHF 430'200 430'200 431'873 431'873 519'082 CHF 523'401 CHF 99.16% 99.16%
07.11.2024 0.84% 1.14 CHF 1.15 CHF 433'100 433'100 392'644 392'644 466'294 CHF 470'221 CHF 99.96% 99.96%

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