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 0.86% 1.13 CHF 1.14 CHF 320'000 320'000 173'925 173'925 202'866 CHF 204'609 CHF 99.72% 99.72%
19.11.2024 0.90% 1.16 CHF 1.17 CHF 320'000 320'000 176'587 176'587 199'080 CHF 200'849 CHF 99.84% 99.84%
18.11.2024 0.92% 1.13 CHF 1.14 CHF 320'000 320'000 176'998 176'998 196'239 CHF 198'012 CHF 99.76% 99.76%
15.11.2024 0.90% 1.08 CHF 1.09 CHF 325'000 325'000 175'992 175'992 197'836 CHF 199'599 CHF 99.67% 99.67%
14.11.2024 0.88% 1.15 CHF 1.16 CHF 320'000 320'000 166'793 166'793 199'975 CHF 201'705 CHF 99.80% 99.80%
13.11.2024 0.82% 1.21 CHF 1.22 CHF 315'000 315'000 170'610 170'610 210'404 CHF 212'113 CHF 99.86% 99.86%
12.11.2024 0.83% 1.22 CHF 1.23 CHF 315'000 315'000 171'198 171'198 209'986 CHF 211'701 CHF 99.88% 99.88%
11.11.2024 0.85% 1.22 CHF 1.23 CHF 315'000 315'000 172'652 172'652 208'183 CHF 209'913 CHF 99.66% 99.66%
08.11.2024 0.84% 1.19 CHF 1.20 CHF 315'000 315'000 173'538 173'538 209'423 CHF 211'165 CHF 99.19% 99.19%
07.11.2024 0.86% 1.20 CHF 1.21 CHF 315'000 315'000 175'594 175'594 207'272 CHF 209'031 CHF 99.85% 99.85%

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