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 0.85% 1.15 CHF 1.16 CHF 340'000 340'000 152'712 152'712 181'488 CHF 183'021 CHF 97.47% 97.47%
19.11.2024 0.88% 1.19 CHF 1.20 CHF 340'000 340'000 154'619 154'619 178'439 CHF 179'990 CHF 97.22% 97.22%
18.11.2024 0.84% 1.20 CHF 1.21 CHF 340'000 340'000 151'907 151'907 184'041 CHF 185'563 CHF 96.72% 96.72%
15.11.2024 0.77% 1.22 CHF 1.23 CHF 340'000 340'000 144'990 144'990 189'383 CHF 190'845 CHF 96.04% 96.04%
14.11.2024 0.71% 1.40 CHF 1.41 CHF 330'000 330'000 136'292 136'292 196'778 CHF 198'147 CHF 96.22% 96.22%
13.11.2024 0.77% 1.40 CHF 1.41 CHF 330'000 330'000 148'586 148'586 199'992 CHF 201'485 CHF 98.31% 98.31%
12.11.2024 0.80% 1.27 CHF 1.28 CHF 330'000 330'000 150'398 150'398 192'377 CHF 193'886 CHF 98.14% 98.14%
11.11.2024 0.78% 1.28 CHF 1.29 CHF 330'000 330'000 147'699 147'699 192'784 CHF 194'268 CHF 97.53% 97.53%
08.11.2024 0.78% 1.31 CHF 1.32 CHF 330'000 330'000 150'307 150'307 197'880 CHF 199'389 CHF 98.95% 98.95%
07.11.2024 0.80% 1.35 CHF 1.36 CHF 330'000 330'000 148'698 148'698 194'121 CHF 195'616 CHF 97.72% 97.72%

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