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 0.86% 1.74 CHF 1.75 CHF 132'000 132'000 58'499 58'499 104'767 CHF 105'528 CHF 99.45% 99.45%
19.11.2024 0.86% 1.80 CHF 1.81 CHF 131'000 131'000 58'567 58'567 105'335 CHF 106'095 CHF 100.00% 100.00%
18.11.2024 0.85% 1.82 CHF 1.83 CHF 130'000 130'000 57'960 57'960 105'286 CHF 106'042 CHF 99.46% 99.46%
15.11.2024 0.85% 1.82 CHF 1.83 CHF 130'000 130'000 58'103 58'103 105'657 CHF 106'413 CHF 100.00% 100.00%
14.11.2024 0.85% 1.82 CHF 1.83 CHF 130'000 130'000 58'209 58'209 106'566 CHF 107'325 CHF 98.49% 98.49%
13.11.2024 0.82% 1.82 CHF 1.83 CHF 130'000 130'000 57'513 57'513 106'846 CHF 107'594 CHF 99.05% 99.05%
12.11.2024 0.82% 1.89 CHF 1.90 CHF 128'000 128'000 57'704 57'704 108'970 CHF 109'719 CHF 99.88% 99.88%
11.11.2024 0.83% 1.91 CHF 1.92 CHF 128'000 128'000 57'764 57'764 108'892 CHF 109'644 CHF 99.90% 99.90%
08.11.2024 0.86% 1.84 CHF 1.85 CHF 130'000 130'000 59'197 59'197 106'715 CHF 107'482 CHF 99.04% 99.04%
07.11.2024 0.85% 1.77 CHF 1.78 CHF 133'000 133'000 59'005 59'005 106'099 CHF 106'863 CHF 100.00% 100.00%

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