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 0.65% 1.58 CHF 1.59 CHF 310'000 310'000 137'188 137'188 215'591 CHF 216'965 CHF 98.14% 98.14%
19.11.2024 0.66% 1.56 CHF 1.57 CHF 305'000 305'000 129'742 129'742 201'510 CHF 202'810 CHF 98.13% 98.13%
18.11.2024 0.67% 1.56 CHF 1.57 CHF 305'000 305'000 131'572 131'572 202'090 CHF 203'408 CHF 97.83% 97.83%
15.11.2024 0.67% 1.53 CHF 1.54 CHF 295'000 295'000 116'830 116'830 178'021 CHF 179'192 CHF 97.06% 97.06%
14.11.2024 0.67% 1.52 CHF 1.53 CHF 295'000 295'000 131'067 131'067 199'932 CHF 201'245 CHF 96.04% 96.04%
13.11.2024 0.67% 1.52 CHF 1.53 CHF 295'000 295'000 130'481 130'481 197'049 CHF 198'357 CHF 97.91% 97.91%
12.11.2024 0.67% 1.51 CHF 1.52 CHF 295'000 295'000 132'350 132'350 200'194 CHF 201'520 CHF 95.52% 95.52%
11.11.2024 0.67% 1.51 CHF 1.52 CHF 295'000 295'000 132'643 132'643 200'452 CHF 201'781 CHF 97.14% 97.14%
08.11.2024 0.67% 1.51 CHF 1.52 CHF 300'000 300'000 134'288 134'288 202'512 CHF 203'857 CHF 96.43% 96.43%
07.11.2024 0.67% 1.51 CHF 1.52 CHF 300'000 300'000 126'660 126'660 191'144 CHF 192'413 CHF 93.05% 93.05%

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