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 0.64% 1.55 CHF 1.56 CHF 12'260 12'260 12'050 12'050 18'952 CHF 19'072 CHF 99.50% 99.50%
19.11.2024 0.66% 1.54 CHF 1.55 CHF 12'310 12'310 12'211 12'211 18'700 CHF 18'823 CHF 97.77% 97.77%
18.11.2024 0.63% 1.60 CHF 1.61 CHF 12'060 12'060 11'984 11'984 19'092 CHF 19'212 CHF 99.56% 99.56%
15.11.2024 0.63% 1.58 CHF 1.59 CHF 12'160 12'160 12'186 12'186 19'230 CHF 19'352 CHF 70.18% 70.18%
14.11.2024 0.65% 1.57 CHF 1.58 CHF 12'230 12'230 12'209 12'209 18'816 CHF 18'938 CHF 99.51% 99.51%
13.11.2024 0.66% 1.48 CHF 1.49 CHF 12'580 12'580 12'288 12'288 18'702 CHF 18'825 CHF 99.07% 99.07%
12.11.2024 0.64% 1.53 CHF 1.54 CHF 12'370 12'370 12'092 12'092 18'961 CHF 19'082 CHF 99.58% 99.58%
11.11.2024 0.65% 1.60 CHF 1.61 CHF 12'070 12'070 12'136 12'136 18'947 CHF 19'069 CHF 99.53% 99.53%
08.11.2024 0.67% 1.49 CHF 1.50 CHF 12'580 12'580 12'379 12'379 18'626 CHF 18'750 CHF 99.08% 99.08%
07.11.2024 0.62% 1.59 CHF 1.60 CHF 12'150 12'150 11'943 11'943 19'340 CHF 19'460 CHF 99.54% 99.54%

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