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 0.58% 1.83 CHF 1.84 CHF 165'000 165'000 72'206 72'206 128'118 CHF 128'842 CHF 99.57% 99.57%
19.11.2024 0.60% 1.74 CHF 1.75 CHF 160'000 160'000 71'489 71'489 127'876 CHF 128'604 CHF 99.18% 99.18%
18.11.2024 0.54% 1.87 CHF 1.88 CHF 170'000 170'000 75'913 75'913 142'407 CHF 143'168 CHF 99.90% 99.90%
15.11.2024 0.55% 1.91 CHF 1.92 CHF 170'000 170'000 69'356 69'356 131'512 CHF 132'207 CHF 91.93% 91.93%
14.11.2024 0.63% 1.64 CHF 1.65 CHF 150'000 150'000 66'105 66'105 108'779 CHF 109'448 CHF 99.72% 99.72%
13.11.2024 0.59% 1.67 CHF 1.68 CHF 150'000 150'000 70'324 70'324 121'062 CHF 121'767 CHF 99.93% 99.93%
12.11.2024 0.59% 1.74 CHF 1.75 CHF 160'000 160'000 70'301 70'301 121'330 CHF 122'034 CHF 99.87% 99.87%
11.11.2024 0.74% 1.71 CHF 1.72 CHF 155'000 155'000 63'857 63'857 107'810 CHF 108'505 CHF 99.90% 99.90%
08.11.2024 0.62% 1.61 CHF 1.62 CHF 150'000 150'000 69'292 69'292 113'011 CHF 113'705 CHF 97.39% 97.39%
07.11.2024 0.59% 1.71 CHF 1.72 CHF 160'000 160'000 71'185 71'185 122'411 CHF 123'124 CHF 100.00% 100.00%

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