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 0.83% 1.66 CHF 1.67 CHF 160'000 160'000 85'147 85'147 146'584 CHF 147'688 CHF 99.90% 99.90%
19.11.2024 0.64% 1.79 CHF 1.80 CHF 150'000 150'000 87'393 87'393 150'637 CHF 151'564 CHF 100.00% 100.00%
18.11.2024 0.62% 1.76 CHF 1.77 CHF 160'000 160'000 90'890 90'890 151'383 CHF 152'294 CHF 99.90% 99.90%
15.11.2024 0.62% 1.60 CHF 1.61 CHF 160'000 160'000 90'868 90'868 149'654 CHF 150'565 CHF 99.90% 99.90%
14.11.2024 0.64% 1.69 CHF 1.70 CHF 160'000 160'000 89'842 89'842 146'218 CHF 147'120 CHF 99.36% 99.36%
13.11.2024 0.66% 1.57 CHF 1.58 CHF 160'000 160'000 90'128 90'128 139'724 CHF 140'629 CHF 100.00% 100.00%
12.11.2024 0.66% 1.62 CHF 1.63 CHF 160'000 160'000 90'190 90'190 141'136 CHF 142'041 CHF 99.67% 99.67%
11.11.2024 0.63% 1.52 CHF 1.53 CHF 160'000 160'000 90'260 90'260 145'521 CHF 146'426 CHF 99.65% 99.65%
08.11.2024 0.60% 1.67 CHF 1.68 CHF 160'000 160'000 89'741 89'741 152'835 CHF 153'735 CHF 98.82% 98.82%
07.11.2024 0.67% 1.64 CHF 1.65 CHF 160'000 160'000 90'126 90'126 140'924 CHF 141'829 CHF 100.00% 100.00%

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