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% 1.81 CHF 1.82 CHF 132'000 132'000 58'459 58'459 108'727 CHF 109'487 CHF 99.34% 99.34%
19.11.2024 0.82% 1.87 CHF 1.88 CHF 131'000 131'000 58'577 58'577 109'375 CHF 110'135 CHF 100.00% 100.00%
18.11.2024 0.82% 1.89 CHF 1.90 CHF 130'000 130'000 58'173 58'173 109'632 CHF 110'389 CHF 99.78% 99.78%
15.11.2024 0.82% 1.89 CHF 1.90 CHF 130'000 130'000 58'118 58'118 109'717 CHF 110'473 CHF 100.00% 100.00%
14.11.2024 0.82% 1.89 CHF 1.90 CHF 130'000 130'000 58'308 58'308 110'722 CHF 111'483 CHF 98.57% 98.57%
13.11.2024 0.79% 1.89 CHF 1.90 CHF 130'000 130'000 57'751 57'751 111'261 CHF 112'010 CHF 99.80% 99.80%
12.11.2024 0.79% 1.96 CHF 1.97 CHF 128'000 128'000 57'703 57'703 112'882 CHF 113'631 CHF 99.88% 99.88%
11.11.2024 0.80% 1.97 CHF 1.98 CHF 128'000 128'000 57'768 57'768 112'846 CHF 113'598 CHF 99.90% 99.90%
08.11.2024 0.83% 1.91 CHF 1.92 CHF 130'000 130'000 59'199 59'199 110'724 CHF 111'492 CHF 99.05% 99.05%
07.11.2024 0.82% 1.84 CHF 1.85 CHF 133'000 133'000 59'035 59'035 110'189 CHF 110'954 CHF 100.00% 100.00%

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