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 0.56% 1.73 CHF 1.74 CHF 160'000 160'000 159'677 159'677 281'835 CHF 283'432 CHF 99.30% 99.30%
19.11.2024 0.58% 1.72 CHF 1.73 CHF 164'000 164'000 162'722 162'722 278'694 CHF 280'321 CHF 99.00% 99.00%
18.11.2024 0.56% 1.80 CHF 1.81 CHF 160'000 160'000 159'338 159'338 285'078 CHF 286'671 CHF 99.61% 99.61%
15.11.2024 0.56% 1.77 CHF 1.78 CHF 160'000 160'000 159'340 159'340 282'361 CHF 283'955 CHF 100.00% 100.00%
14.11.2024 0.58% 1.76 CHF 1.77 CHF 160'000 160'000 161'296 161'296 278'255 CHF 279'868 CHF 98.49% 98.49%
13.11.2024 0.59% 1.64 CHF 1.65 CHF 164'000 164'000 162'907 162'907 276'950 CHF 278'579 CHF 99.90% 99.90%
12.11.2024 0.57% 1.71 CHF 1.72 CHF 164'000 164'000 159'819 159'819 280'897 CHF 282'495 CHF 99.88% 99.88%
11.11.2024 0.57% 1.80 CHF 1.81 CHF 160'000 160'000 159'795 159'795 279'410 CHF 281'008 CHF 100.00% 100.00%
08.11.2024 0.59% 1.65 CHF 1.66 CHF 164'000 164'000 162'819 162'819 273'450 CHF 275'078 CHF 98.50% 98.50%
07.11.2024 0.55% 1.79 CHF 1.80 CHF 160'000 160'000 156'116 156'116 284'298 CHF 285'859 CHF 99.86% 99.86%

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