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 0.77% 1.25 CHF 1.26 CHF 305'000 305'000 299'920 299'920 385'696 CHF 388'696 CHF 99.47% 99.47%
19.11.2024 0.78% 1.28 CHF 1.29 CHF 300'000 300'000 300'114 300'114 383'296 CHF 386'297 CHF 98.64% 98.64%
18.11.2024 0.70% 1.40 CHF 1.41 CHF 290'000 290'000 288'157 288'157 410'781 CHF 413'662 CHF 99.85% 99.85%
15.11.2024 0.68% 1.47 CHF 1.48 CHF 285'000 285'000 283'477 283'477 418'451 CHF 421'286 CHF 99.81% 99.81%
14.11.2024 0.65% 1.49 CHF 1.50 CHF 285'000 285'000 278'051 278'051 426'666 CHF 429'446 CHF 96.97% 96.97%
13.11.2024 0.76% 1.30 CHF 1.31 CHF 300'000 300'000 297'583 297'583 387'898 CHF 390'873 CHF 99.98% 99.98%
12.11.2024 0.73% 1.29 CHF 1.30 CHF 300'000 300'000 291'923 291'923 399'991 CHF 402'910 CHF 99.21% 99.21%
11.11.2024 0.68% 1.45 CHF 1.46 CHF 285'000 285'000 283'825 283'825 413'317 CHF 416'156 CHF 100.00% 100.00%
08.11.2024 0.70% 1.39 CHF 1.40 CHF 290'000 290'000 287'692 287'692 409'008 CHF 411'885 CHF 98.93% 98.93%
07.11.2024 0.68% 1.50 CHF 1.51 CHF 280'000 280'000 283'389 283'389 413'246 CHF 416'080 CHF 99.61% 99.61%

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