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 0.69% 2.19 CHF 2.20 CHF 132'000 132'000 58'502 58'502 130'630 CHF 131'391 CHF 99.47% 99.47%
19.11.2024 0.69% 2.24 CHF 2.25 CHF 131'000 131'000 58'566 58'566 131'114 CHF 131'874 CHF 100.00% 100.00%
18.11.2024 0.68% 2.26 CHF 2.27 CHF 130'000 130'000 58'126 58'126 131'293 CHF 132'050 CHF 99.69% 99.69%
15.11.2024 0.69% 2.27 CHF 2.28 CHF 130'000 130'000 58'118 58'118 131'426 CHF 132'182 CHF 100.00% 100.00%
14.11.2024 0.68% 2.26 CHF 2.27 CHF 130'000 130'000 58'275 58'275 132'545 CHF 133'305 CHF 98.47% 98.47%
13.11.2024 0.67% 2.26 CHF 2.27 CHF 130'000 130'000 57'517 57'517 132'171 CHF 132'918 CHF 98.99% 98.99%
12.11.2024 0.66% 2.33 CHF 2.34 CHF 128'000 128'000 57'701 57'701 134'310 CHF 135'059 CHF 99.88% 99.88%
11.11.2024 0.67% 2.34 CHF 2.35 CHF 128'000 128'000 57'764 57'764 134'229 CHF 134'982 CHF 99.90% 99.90%
08.11.2024 0.69% 2.28 CHF 2.29 CHF 130'000 130'000 59'194 59'194 132'436 CHF 133'203 CHF 99.04% 99.04%
07.11.2024 0.69% 2.21 CHF 2.22 CHF 133'000 133'000 59'051 59'051 131'892 CHF 132'657 CHF 99.92% 99.92%

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