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 0.62% 1.57 CHF 1.58 CHF 160'000 160'000 159'678 159'678 255'434 CHF 257'031 CHF 99.48% 99.48%
19.11.2024 0.64% 1.55 CHF 1.56 CHF 164'000 164'000 162'721 162'721 251'656 CHF 253'283 CHF 99.41% 99.41%
18.11.2024 0.61% 1.63 CHF 1.64 CHF 160'000 160'000 159'340 159'340 258'713 CHF 260'306 CHF 99.90% 99.90%
15.11.2024 0.62% 1.61 CHF 1.62 CHF 160'000 160'000 159'340 159'340 255'869 CHF 257'463 CHF 100.00% 100.00%
14.11.2024 0.64% 1.59 CHF 1.60 CHF 160'000 160'000 161'293 161'293 251'418 CHF 253'031 CHF 98.52% 98.52%
13.11.2024 0.65% 1.48 CHF 1.49 CHF 164'000 164'000 162'908 162'908 249'711 CHF 251'340 CHF 100.00% 100.00%
12.11.2024 0.63% 1.54 CHF 1.55 CHF 164'000 164'000 159'820 159'820 254'757 CHF 256'355 CHF 99.88% 99.88%
11.11.2024 0.63% 1.64 CHF 1.65 CHF 160'000 160'000 159'795 159'795 253'281 CHF 254'879 CHF 100.00% 100.00%
08.11.2024 0.66% 1.49 CHF 1.50 CHF 164'000 164'000 162'820 162'820 246'188 CHF 247'816 CHF 98.50% 98.50%
07.11.2024 0.60% 1.62 CHF 1.63 CHF 160'000 160'000 156'115 156'115 258'640 CHF 260'201 CHF 100.00% 100.00%

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