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 1.19% 1.23 CHF 1.24 CHF 132'000 132'000 58'455 58'455 74'806 CHF 75'566 CHF 99.33% 99.33%
19.11.2024 1.19% 1.29 CHF 1.30 CHF 131'000 131'000 58'577 58'577 75'489 CHF 76'249 CHF 100.00% 100.00%
18.11.2024 1.18% 1.31 CHF 1.32 CHF 130'000 130'000 58'169 58'169 75'837 CHF 76'594 CHF 99.77% 99.77%
15.11.2024 1.19% 1.31 CHF 1.32 CHF 130'000 130'000 58'118 58'118 75'922 CHF 76'678 CHF 100.00% 100.00%
14.11.2024 1.17% 1.31 CHF 1.32 CHF 130'000 130'000 58'306 58'306 76'807 CHF 77'567 CHF 98.60% 98.60%
13.11.2024 1.12% 1.31 CHF 1.32 CHF 130'000 130'000 57'752 57'752 77'889 CHF 78'637 CHF 99.80% 99.80%
12.11.2024 1.12% 1.39 CHF 1.40 CHF 128'000 128'000 57'702 57'702 79'617 CHF 80'366 CHF 99.88% 99.88%
11.11.2024 1.14% 1.40 CHF 1.41 CHF 128'000 128'000 57'767 57'767 79'607 CHF 80'359 CHF 99.90% 99.90%
08.11.2024 1.20% 1.34 CHF 1.35 CHF 130'000 130'000 59'199 59'199 76'967 CHF 77'734 CHF 99.05% 99.05%
07.11.2024 1.18% 1.27 CHF 1.28 CHF 133'000 133'000 59'030 59'030 76'485 CHF 77'250 CHF 100.00% 100.00%

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