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 0.61% 1.69 CHF 1.70 CHF 80'000 80'000 36'575 36'575 61'161 CHF 61'527 CHF 99.34% 99.34%
19.11.2024 0.64% 1.62 CHF 1.63 CHF 82'000 82'000 36'852 36'852 59'207 CHF 59'577 CHF 100.00% 100.00%
18.11.2024 0.65% 1.60 CHF 1.61 CHF 82'000 82'000 36'832 36'832 58'256 CHF 58'625 CHF 99.78% 99.78%
15.11.2024 0.62% 1.61 CHF 1.62 CHF 82'000 82'000 36'816 36'816 59'866 CHF 60'235 CHF 99.90% 99.90%
14.11.2024 0.61% 1.61 CHF 1.62 CHF 82'000 82'000 36'160 36'160 59'806 CHF 60'169 CHF 98.58% 98.58%
13.11.2024 0.61% 1.68 CHF 1.69 CHF 81'000 81'000 36'669 36'669 61'114 CHF 61'482 CHF 100.00% 100.00%
12.11.2024 0.60% 1.65 CHF 1.66 CHF 81'000 81'000 36'567 36'567 61'371 CHF 61'737 CHF 99.90% 99.90%
11.11.2024 0.60% 1.71 CHF 1.72 CHF 80'000 80'000 35'641 35'641 61'011 CHF 61'368 CHF 99.90% 99.90%
08.11.2024 0.60% 1.73 CHF 1.74 CHF 80'000 80'000 36'548 36'548 62'121 CHF 62'487 CHF 99.05% 99.05%
07.11.2024 0.60% 1.66 CHF 1.67 CHF 81'000 81'000 35'877 35'877 60'583 CHF 60'943 CHF 99.90% 99.90%

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