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 0.83% 1.24 CHF 1.25 CHF 310'000 310'000 137'354 137'354 168'229 CHF 169'605 CHF 99.90% 99.90%
19.11.2024 0.84% 1.21 CHF 1.22 CHF 305'000 305'000 132'793 132'793 160'479 CHF 161'810 CHF 100.00% 100.00%
18.11.2024 0.86% 1.21 CHF 1.22 CHF 305'000 305'000 133'020 133'020 158'407 CHF 159'739 CHF 99.90% 99.90%
15.11.2024 0.86% 1.18 CHF 1.19 CHF 295'000 295'000 116'873 116'873 137'632 CHF 138'803 CHF 99.45% 99.45%
14.11.2024 0.86% 1.18 CHF 1.19 CHF 295'000 295'000 131'686 131'686 155'227 CHF 156'546 CHF 100.00% 100.00%
13.11.2024 0.87% 1.17 CHF 1.18 CHF 295'000 295'000 131'706 131'706 153'845 CHF 155'165 CHF 100.00% 100.00%
12.11.2024 0.87% 1.17 CHF 1.18 CHF 295'000 295'000 131'918 131'918 153'881 CHF 155'203 CHF 99.85% 99.85%
11.11.2024 0.87% 1.16 CHF 1.17 CHF 295'000 295'000 132'688 132'688 154'631 CHF 155'961 CHF 99.60% 99.60%
08.11.2024 0.87% 1.16 CHF 1.17 CHF 300'000 300'000 134'921 134'921 157'560 CHF 158'912 CHF 100.00% 100.00%
07.11.2024 0.87% 1.16 CHF 1.17 CHF 300'000 300'000 130'873 130'873 152'650 CHF 153'962 CHF 99.90% 99.90%

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