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 1.04% 1.43 CHF 1.44 CHF 132'000 132'000 58'459 58'459 86'232 CHF 86'992 CHF 99.34% 99.34%
19.11.2024 1.03% 1.49 CHF 1.50 CHF 131'000 131'000 58'566 58'566 86'925 CHF 87'685 CHF 100.00% 100.00%
18.11.2024 1.02% 1.50 CHF 1.51 CHF 130'000 130'000 58'173 58'173 87'263 CHF 88'020 CHF 99.78% 99.78%
15.11.2024 1.03% 1.51 CHF 1.52 CHF 130'000 130'000 58'118 58'118 87'326 CHF 88'082 CHF 100.00% 100.00%
14.11.2024 1.02% 1.50 CHF 1.51 CHF 130'000 130'000 58'302 58'302 88'339 CHF 89'099 CHF 98.57% 98.57%
13.11.2024 0.98% 1.50 CHF 1.51 CHF 130'000 130'000 57'751 57'751 89'178 CHF 89'926 CHF 99.80% 99.80%
12.11.2024 0.98% 1.58 CHF 1.59 CHF 128'000 128'000 57'696 57'696 90'855 CHF 91'603 CHF 99.90% 99.90%
11.11.2024 1.00% 1.59 CHF 1.60 CHF 128'000 128'000 57'767 57'767 90'835 CHF 91'588 CHF 99.90% 99.90%
08.11.2024 1.04% 1.53 CHF 1.54 CHF 130'000 130'000 59'199 59'199 88'358 CHF 89'125 CHF 99.05% 99.05%
07.11.2024 1.03% 1.46 CHF 1.47 CHF 133'000 133'000 59'007 59'007 87'801 CHF 88'566 CHF 100.00% 100.00%

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