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 0.94% 1.10 CHF 1.11 CHF 310'000 310'000 137'354 137'354 149'049 CHF 150'425 CHF 99.90% 99.90%
19.11.2024 0.95% 1.07 CHF 1.08 CHF 305'000 305'000 132'778 132'778 141'987 CHF 143'317 CHF 99.66% 99.66%
18.11.2024 0.98% 1.07 CHF 1.08 CHF 305'000 305'000 133'016 133'016 139'795 CHF 141'128 CHF 99.90% 99.90%
15.11.2024 0.98% 1.04 CHF 1.05 CHF 295'000 295'000 116'734 116'734 121'077 CHF 122'247 CHF 99.37% 99.37%
14.11.2024 0.98% 1.04 CHF 1.05 CHF 295'000 295'000 131'680 131'680 136'770 CHF 138'089 CHF 100.00% 100.00%
13.11.2024 0.99% 1.03 CHF 1.04 CHF 295'000 295'000 131'711 131'711 135'439 CHF 136'758 CHF 100.00% 100.00%
12.11.2024 0.99% 1.03 CHF 1.04 CHF 295'000 295'000 131'693 131'693 135'221 CHF 136'540 CHF 99.72% 99.72%
11.11.2024 0.99% 1.03 CHF 1.04 CHF 295'000 295'000 132'192 132'192 135'814 CHF 137'138 CHF 99.26% 99.26%
08.11.2024 0.99% 1.03 CHF 1.04 CHF 300'000 300'000 134'955 134'955 138'872 CHF 140'224 CHF 98.84% 98.84%
07.11.2024 0.98% 1.03 CHF 1.04 CHF 300'000 300'000 130'570 130'570 134'467 CHF 135'775 CHF 98.97% 98.97%

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