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 0.94% 1.14 CHF 1.15 CHF 165'000 165'000 72'208 72'208 78'994 CHF 79'718 CHF 99.57% 99.57%
19.11.2024 0.96% 1.07 CHF 1.08 CHF 160'000 160'000 71'488 71'488 79'412 CHF 80'141 CHF 99.22% 99.22%
18.11.2024 0.85% 1.19 CHF 1.20 CHF 170'000 170'000 75'915 75'915 90'727 CHF 91'488 CHF 99.90% 99.90%
15.11.2024 0.86% 1.23 CHF 1.24 CHF 170'000 170'000 69'356 69'356 84'168 CHF 84'864 CHF 91.93% 91.93%
14.11.2024 1.07% 0.95 CHF 0.96 CHF 150'000 150'000 66'142 66'142 63'686 CHF 64'355 CHF 99.72% 99.72%
13.11.2024 0.96% 0.99 CHF 1.00 CHF 150'000 150'000 70'321 70'321 73'353 CHF 74'057 CHF 99.93% 99.93%
12.11.2024 0.97% 1.06 CHF 1.07 CHF 160'000 160'000 70'289 70'289 73'683 CHF 74'387 CHF 99.91% 99.91%
11.11.2024 1.23% 1.03 CHF 1.04 CHF 155'000 155'000 63'862 63'862 64'654 CHF 65'350 CHF 99.90% 99.90%
08.11.2024 1.05% 0.94 CHF 0.95 CHF 150'000 150'000 69'281 69'281 66'478 CHF 67'172 CHF 97.41% 97.41%
07.11.2024 0.96% 1.04 CHF 1.05 CHF 160'000 160'000 71'182 71'182 74'589 CHF 75'302 CHF 100.00% 100.00%

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