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 0.65% 1.61 CHF 1.62 CHF 150'000 150'000 67'514 67'514 106'245 CHF 106'921 CHF 99.90% 99.90%
19.11.2024 0.64% 1.54 CHF 1.55 CHF 152'000 152'000 67'626 67'626 106'284 CHF 106'962 CHF 100.00% 100.00%
18.11.2024 0.61% 1.64 CHF 1.65 CHF 150'000 150'000 65'033 65'033 108'667 CHF 109'319 CHF 99.63% 99.63%
15.11.2024 0.70% 1.63 CHF 1.64 CHF 150'000 150'000 49'861 49'861 77'092 CHF 77'592 CHF 98.89% 98.89%
14.11.2024 1.35% 1.52 CHF 1.53 CHF 152'000 152'000 50'876 50'876 75'959 CHF 76'533 CHF 95.00% 95.00%
13.11.2024 0.94% 1.10 CHF 1.11 CHF 168'000 168'000 73'777 73'777 80'130 CHF 80'869 CHF 98.29% 99.78%
12.11.2024 - 1.04 CHF - CHF 170'000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
11.11.2024 1.00% 1.04 CHF 1.05 CHF 170'000 170'000 76'292 76'292 78'366 CHF 79'130 CHF 99.90% 99.90%
08.11.2024 1.04% 0.98 CHF 0.99 CHF 174'000 174'000 77'341 77'341 75'416 CHF 76'191 CHF 99.30% 100.00%
07.11.2024 1.02% 0.99 CHF 1.00 CHF 174'000 174'000 77'458 77'458 76'852 CHF 77'628 CHF 99.85% 99.85%

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