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 0.66% 1.59 CHF 1.60 CHF 390'000 390'000 115'800 115'800 183'960 CHF 185'126 CHF 96.41% 98.31%
19.11.2024 0.70% 1.49 CHF 1.50 CHF 400'000 400'000 135'514 135'514 197'528 CHF 198'885 CHF 99.18% 99.18%
18.11.2024 0.75% 1.44 CHF 1.45 CHF 410'000 410'000 134'107 134'107 183'522 CHF 184'865 CHF 98.29% 98.29%
15.11.2024 0.73% 1.34 CHF 1.35 CHF 430'000 430'000 137'635 137'635 189'033 CHF 190'411 CHF 99.07% 99.07%
14.11.2024 0.73% 1.43 CHF 1.44 CHF 410'000 410'000 134'426 134'426 190'953 CHF 192'302 CHF 99.46% 99.46%
13.11.2024 0.76% 1.39 CHF 1.40 CHF 410'000 410'000 135'956 135'956 185'546 CHF 186'910 CHF 99.14% 99.14%
12.11.2024 0.80% 1.30 CHF 1.31 CHF 430'000 430'000 138'174 138'174 178'667 CHF 180'055 CHF 99.47% 99.47%
11.11.2024 0.88% 1.26 CHF 1.29 CHF 43'000 43'000 126'468 126'468 157'265 CHF 158'563 CHF 99.59% 99.59%
08.11.2024 0.84% 1.20 CHF 1.21 CHF 450'000 450'000 141'113 141'113 171'461 CHF 172'878 CHF 99.31% 99.31%
07.11.2024 0.89% 1.19 CHF 1.20 CHF 450'000 450'000 142'619 142'619 166'667 CHF 168'100 CHF 99.53% 99.53%

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