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% 1.89 CHF 1.90 CHF 165'000 165'000 72'207 72'207 133'058 CHF 133'782 CHF 99.57% 99.57%
19.11.2024 0.58% 1.81 CHF 1.82 CHF 160'000 160'000 71'487 71'487 132'698 CHF 133'426 CHF 99.24% 99.24%
18.11.2024 0.52% 1.93 CHF 1.94 CHF 170'000 170'000 75'913 75'913 147'523 CHF 148'284 CHF 99.90% 99.90%
15.11.2024 0.53% 1.98 CHF 1.99 CHF 170'000 170'000 69'353 69'353 136'132 CHF 136'827 CHF 91.93% 91.93%
14.11.2024 0.60% 1.70 CHF 1.71 CHF 150'000 150'000 66'100 66'100 113'360 CHF 114'030 CHF 99.72% 99.72%
13.11.2024 0.56% 1.74 CHF 1.75 CHF 150'000 150'000 70'322 70'322 125'878 CHF 126'583 CHF 99.93% 99.93%
12.11.2024 0.57% 1.81 CHF 1.82 CHF 160'000 160'000 70'286 70'286 126'018 CHF 126'722 CHF 99.92% 99.92%
11.11.2024 0.71% 1.78 CHF 1.79 CHF 155'000 155'000 63'858 63'858 112'179 CHF 112'874 CHF 99.90% 99.90%
08.11.2024 0.60% 1.68 CHF 1.69 CHF 150'000 150'000 69'243 69'243 117'572 CHF 118'266 CHF 97.44% 97.44%
07.11.2024 0.57% 1.78 CHF 1.79 CHF 160'000 160'000 71'183 71'183 127'159 CHF 127'872 CHF 100.00% 100.00%

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