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 1.02% 1.45 CHF 1.46 CHF 132'000 132'000 58'501 58'501 87'818 CHF 88'578 CHF 99.47% 99.47%
19.11.2024 1.02% 1.51 CHF 1.52 CHF 131'000 131'000 58'567 58'567 88'386 CHF 89'147 CHF 100.00% 100.00%
18.11.2024 1.01% 1.53 CHF 1.54 CHF 130'000 130'000 57'961 57'961 88'471 CHF 89'226 CHF 99.46% 99.46%
15.11.2024 1.01% 1.53 CHF 1.54 CHF 130'000 130'000 58'117 58'117 88'810 CHF 89'566 CHF 100.00% 100.00%
14.11.2024 1.00% 1.53 CHF 1.54 CHF 130'000 130'000 58'206 58'206 89'619 CHF 90'378 CHF 98.51% 98.51%
13.11.2024 0.97% 1.53 CHF 1.54 CHF 130'000 130'000 57'513 57'513 90'269 CHF 91'017 CHF 99.07% 99.07%
12.11.2024 0.96% 1.61 CHF 1.62 CHF 128'000 128'000 57'718 57'718 92'358 CHF 93'107 CHF 99.81% 99.81%
11.11.2024 0.98% 1.62 CHF 1.63 CHF 128'000 128'000 57'767 57'767 92'314 CHF 93'066 CHF 99.90% 99.90%
08.11.2024 1.02% 1.56 CHF 1.57 CHF 130'000 130'000 59'196 59'196 89'872 CHF 90'639 CHF 99.04% 99.04%
07.11.2024 1.01% 1.49 CHF 1.50 CHF 133'000 133'000 59'042 59'042 89'329 CHF 90'094 CHF 99.96% 99.96%

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