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
22.11.2024 0.88% 1.07 CHF 1.08 CHF 150'000 150'000 66'940 66'940 76'046 CHF 76'716 CHF 100.00% 100.00%
20.11.2024 0.86% 1.24 CHF 1.25 CHF 165'000 165'000 72'210 72'210 86'139 CHF 86'863 CHF 99.57% 99.57%
19.11.2024 0.88% 1.16 CHF 1.17 CHF 160'000 160'000 71'489 71'489 86'395 CHF 87'123 CHF 99.18% 99.18%
18.11.2024 0.78% 1.28 CHF 1.29 CHF 170'000 170'000 75'917 75'917 98'206 CHF 98'967 CHF 99.90% 99.90%
15.11.2024 0.79% 1.33 CHF 1.34 CHF 170'000 170'000 69'357 69'357 90'968 CHF 91'663 CHF 91.93% 91.93%
14.11.2024 0.97% 1.05 CHF 1.06 CHF 150'000 150'000 66'141 66'141 70'236 CHF 70'905 CHF 99.72% 99.72%
13.11.2024 0.88% 1.09 CHF 1.10 CHF 150'000 150'000 70'323 70'323 80'233 CHF 80'938 CHF 99.93% 99.93%
12.11.2024 0.89% 1.16 CHF 1.17 CHF 160'000 160'000 70'301 70'301 80'571 CHF 81'276 CHF 99.87% 99.87%
11.11.2024 1.12% 1.13 CHF 1.14 CHF 155'000 155'000 63'863 63'863 70'899 CHF 71'594 CHF 99.90% 99.90%
08.11.2024 0.95% 1.03 CHF 1.04 CHF 150'000 150'000 69'301 69'301 73'235 CHF 73'929 CHF 97.35% 97.35%

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