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 0.60% 1.77 CHF 1.78 CHF 390'000 390'000 115'100 115'100 202'998 CHF 204'158 CHF 96.28% 98.61%
19.11.2024 0.63% 1.66 CHF 1.67 CHF 400'000 400'000 135'267 135'267 220'831 CHF 222'185 CHF 99.16% 99.16%
18.11.2024 0.67% 1.61 CHF 1.62 CHF 410'000 410'000 132'884 132'884 205'315 CHF 206'646 CHF 98.31% 98.31%
15.11.2024 0.65% 1.52 CHF 1.53 CHF 430'000 430'000 136'799 136'799 212'173 CHF 213'543 CHF 98.72% 98.72%
14.11.2024 0.65% 1.60 CHF 1.61 CHF 410'000 410'000 132'359 132'359 211'313 CHF 212'643 CHF 98.93% 98.93%
13.11.2024 0.67% 1.56 CHF 1.57 CHF 410'000 410'000 137'514 137'514 211'791 CHF 213'172 CHF 99.64% 99.64%
12.11.2024 0.71% 1.47 CHF 1.48 CHF 430'000 430'000 137'266 137'266 201'708 CHF 203'087 CHF 98.98% 98.98%
11.11.2024 0.77% 1.44 CHF 1.47 CHF 43'000 43'000 126'398 126'398 179'310 CHF 180'608 CHF 99.50% 99.50%
08.11.2024 0.74% 1.37 CHF 1.38 CHF 450'000 450'000 142'218 142'218 197'474 CHF 198'902 CHF 99.24% 99.24%
07.11.2024 0.77% 1.37 CHF 1.38 CHF 450'000 450'000 141'796 141'796 190'340 CHF 191'765 CHF 99.35% 99.35%

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