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 0.92% 1.04 CHF 1.05 CHF 305'000 305'000 299'932 299'932 322'974 CHF 325'973 CHF 99.73% 99.73%
19.11.2024 0.93% 1.07 CHF 1.08 CHF 300'000 300'000 300'110 300'110 320'589 CHF 323'590 CHF 98.69% 98.69%
18.11.2024 0.82% 1.19 CHF 1.20 CHF 290'000 290'000 288'157 288'157 350'400 CHF 353'281 CHF 99.89% 99.89%
15.11.2024 0.79% 1.26 CHF 1.27 CHF 285'000 285'000 283'476 283'476 358'976 CHF 361'810 CHF 99.63% 99.63%
14.11.2024 0.75% 1.28 CHF 1.29 CHF 285'000 285'000 278'037 278'037 368'447 CHF 371'228 CHF 97.19% 97.19%
13.11.2024 0.91% 1.09 CHF 1.10 CHF 300'000 300'000 297'582 297'582 325'463 CHF 328'438 CHF 100.00% 100.00%
12.11.2024 0.86% 1.08 CHF 1.09 CHF 300'000 300'000 291'924 291'924 338'833 CHF 341'752 CHF 99.19% 99.19%
11.11.2024 0.80% 1.24 CHF 1.25 CHF 285'000 285'000 283'824 283'824 353'857 CHF 356'696 CHF 99.95% 99.95%
08.11.2024 0.82% 1.18 CHF 1.19 CHF 290'000 290'000 287'692 287'692 348'621 CHF 351'498 CHF 98.90% 98.90%
07.11.2024 0.80% 1.29 CHF 1.30 CHF 280'000 280'000 283'386 283'386 353'496 CHF 356'330 CHF 99.40% 99.40%

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