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% 1.01 CHF 1.02 CHF 55'000 55'000 54'563 54'563 57'699 CHF 58'245 CHF 99.44% 99.44%
19.11.2024 0.92% 1.09 CHF 1.10 CHF 54'000 54'000 54'323 54'323 59'015 CHF 59'558 CHF 100.00% 100.00%
18.11.2024 0.83% 1.21 CHF 1.22 CHF 53'000 53'000 53'000 53'000 63'268 CHF 63'798 CHF 99.88% 99.88%
15.11.2024 0.84% 1.18 CHF 1.19 CHF 53'000 53'000 53'081 53'081 62'571 CHF 63'102 CHF 100.00% 100.00%
14.11.2024 0.89% 1.13 CHF 1.14 CHF 54'000 54'000 53'972 53'972 60'568 CHF 61'108 CHF 98.61% 98.61%
13.11.2024 0.90% 1.08 CHF 1.09 CHF 54'000 54'000 54'109 54'109 60'054 CHF 60'595 CHF 99.95% 99.95%
12.11.2024 0.86% 1.10 CHF 1.11 CHF 54'000 54'000 53'498 53'498 62'084 CHF 62'619 CHF 99.90% 99.90%
11.11.2024 0.81% 1.24 CHF 1.25 CHF 53'000 53'000 53'000 53'000 64'862 CHF 65'392 CHF 100.00% 100.00%
08.11.2024 0.88% 1.14 CHF 1.15 CHF 54'000 54'000 53'963 53'963 61'046 CHF 61'585 CHF 99.05% 99.05%
07.11.2024 0.83% 1.13 CHF 1.14 CHF 54'000 54'000 52'874 52'874 63'127 CHF 63'656 CHF 100.00% 100.00%

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