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 0.72% 2.08 CHF 2.09 CHF 132'000 132'000 58'464 58'464 124'295 CHF 125'056 CHF 99.38% 99.38%
19.11.2024 0.72% 2.14 CHF 2.15 CHF 131'000 131'000 58'565 58'565 124'930 CHF 125'690 CHF 100.00% 100.00%
18.11.2024 0.72% 2.15 CHF 2.16 CHF 130'000 130'000 58'133 58'133 125'028 CHF 125'784 CHF 99.75% 99.75%
15.11.2024 0.72% 2.16 CHF 2.17 CHF 130'000 130'000 58'117 58'117 125'273 CHF 126'029 CHF 100.00% 100.00%
14.11.2024 0.72% 2.15 CHF 2.16 CHF 130'000 130'000 58'194 58'194 126'083 CHF 126'842 CHF 98.47% 98.47%
13.11.2024 0.70% 2.15 CHF 2.16 CHF 130'000 130'000 57'499 57'499 126'087 CHF 126'834 CHF 99.22% 99.22%
12.11.2024 0.70% 2.23 CHF 2.24 CHF 128'000 128'000 57'704 57'704 128'229 CHF 128'978 CHF 99.88% 99.88%
11.11.2024 0.70% 2.24 CHF 2.25 CHF 128'000 128'000 57'666 57'666 127'904 CHF 128'656 CHF 99.76% 99.76%
08.11.2024 0.73% 2.17 CHF 2.18 CHF 130'000 130'000 59'197 59'197 126'237 CHF 127'004 CHF 99.04% 99.04%
07.11.2024 0.72% 2.10 CHF 2.11 CHF 133'000 133'000 59'032 59'032 125'637 CHF 126'402 CHF 100.00% 100.00%

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