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 0.64% 1.63 CHF 1.64 CHF 150'000 150'000 67'517 67'517 107'107 CHF 107'784 CHF 99.90% 99.90%
19.11.2024 0.64% 1.56 CHF 1.57 CHF 152'000 152'000 67'633 67'633 107'175 CHF 107'853 CHF 100.00% 100.00%
18.11.2024 0.60% 1.65 CHF 1.66 CHF 150'000 150'000 65'037 65'037 109'504 CHF 110'156 CHF 99.63% 99.63%
15.11.2024 0.69% 1.64 CHF 1.65 CHF 150'000 150'000 49'863 49'863 77'756 CHF 78'256 CHF 98.89% 98.89%
14.11.2024 1.34% 1.54 CHF 1.55 CHF 152'000 152'000 50'882 50'882 76'616 CHF 77'189 CHF 95.01% 95.01%
13.11.2024 0.93% 1.11 CHF 1.12 CHF 168'000 168'000 75'204 75'204 82'408 CHF 83'161 CHF 99.78% 99.78%
12.11.2024 0.95% 1.05 CHF 1.06 CHF 170'000 170'000 75'480 75'480 80'554 CHF 81'311 CHF 100.00% 100.00%
11.11.2024 0.99% 1.05 CHF 1.06 CHF 170'000 170'000 76'294 76'294 79'105 CHF 79'869 CHF 99.90% 99.90%
08.11.2024 1.03% 0.99 CHF 1.00 CHF 174'000 174'000 78'034 78'034 76'776 CHF 77'558 CHF 100.00% 100.00%
07.11.2024 1.01% 1.00 CHF 1.01 CHF 174'000 174'000 77'460 77'460 77'599 CHF 78'375 CHF 99.85% 99.85%

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