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 0.79% 1.30 CHF 1.31 CHF 310'000 310'000 137'349 137'349 177'476 CHF 178'852 CHF 99.90% 99.90%
19.11.2024 0.80% 1.28 CHF 1.29 CHF 305'000 305'000 132'793 132'793 169'302 CHF 170'633 CHF 100.00% 100.00%
18.11.2024 0.81% 1.28 CHF 1.29 CHF 305'000 305'000 133'017 133'017 167'374 CHF 168'707 CHF 99.90% 99.90%
15.11.2024 0.82% 1.25 CHF 1.26 CHF 295'000 295'000 116'871 116'871 145'421 CHF 146'592 CHF 99.45% 99.45%
14.11.2024 0.82% 1.25 CHF 1.26 CHF 295'000 295'000 131'686 131'686 164'108 CHF 165'428 CHF 100.00% 100.00%
13.11.2024 0.82% 1.24 CHF 1.25 CHF 295'000 295'000 131'710 131'710 162'449 CHF 163'768 CHF 100.00% 100.00%
12.11.2024 0.82% 1.23 CHF 1.24 CHF 295'000 295'000 131'918 131'918 163'032 CHF 164'354 CHF 99.85% 99.85%
11.11.2024 0.82% 1.23 CHF 1.24 CHF 295'000 295'000 132'677 132'677 163'748 CHF 165'077 CHF 99.56% 99.56%
08.11.2024 0.82% 1.23 CHF 1.24 CHF 300'000 300'000 135'399 135'399 167'078 CHF 168'435 CHF 99.17% 99.17%
07.11.2024 0.82% 1.23 CHF 1.24 CHF 300'000 300'000 130'878 130'878 161'486 CHF 162'798 CHF 99.90% 99.90%

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