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 1.09% 1.35 CHF 1.36 CHF 132'000 132'000 58'465 58'465 81'746 CHF 82'507 CHF 99.38% 99.38%
19.11.2024 1.09% 1.41 CHF 1.42 CHF 131'000 131'000 58'561 58'561 82'416 CHF 83'177 CHF 99.99% 99.99%
18.11.2024 1.08% 1.43 CHF 1.44 CHF 130'000 130'000 58'142 58'142 82'701 CHF 83'457 CHF 99.76% 99.76%
15.11.2024 1.09% 1.43 CHF 1.44 CHF 130'000 130'000 58'117 58'117 82'851 CHF 83'607 CHF 100.00% 100.00%
14.11.2024 1.08% 1.43 CHF 1.44 CHF 130'000 130'000 58'195 58'195 83'615 CHF 84'375 CHF 98.45% 98.45%
13.11.2024 1.04% 1.43 CHF 1.44 CHF 130'000 130'000 57'506 57'506 84'349 CHF 85'097 CHF 99.00% 99.00%
12.11.2024 1.03% 1.50 CHF 1.51 CHF 128'000 128'000 57'701 57'701 86'433 CHF 87'182 CHF 99.88% 99.88%
11.11.2024 1.05% 1.52 CHF 1.53 CHF 128'000 128'000 57'671 57'671 86'273 CHF 87'025 CHF 99.76% 99.76%
08.11.2024 1.10% 1.46 CHF 1.47 CHF 130'000 130'000 59'197 59'197 83'871 CHF 84'639 CHF 99.04% 99.04%
07.11.2024 1.09% 1.39 CHF 1.40 CHF 133'000 133'000 59'093 59'093 83'410 CHF 84'176 CHF 99.86% 99.86%

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