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 0.74% 1.35 CHF 1.36 CHF 174'000 174'000 63'974 63'974 87'699 CHF 88'340 CHF 99.82% 99.82%
19.11.2024 0.75% 1.33 CHF 1.34 CHF 176'000 176'000 65'012 65'012 87'244 CHF 87'895 CHF 100.00% 100.00%
18.11.2024 0.77% 1.37 CHF 1.38 CHF 174'000 174'000 65'040 65'040 86'385 CHF 87'036 CHF 99.90% 99.90%
15.11.2024 0.73% 1.32 CHF 1.33 CHF 174'000 174'000 63'566 63'566 87'871 CHF 88'508 CHF 99.47% 99.47%
14.11.2024 0.67% 1.49 CHF 1.50 CHF 168'000 168'000 60'698 60'698 92'720 CHF 93'328 CHF 100.00% 100.00%
13.11.2024 0.63% 1.50 CHF 1.51 CHF 168'000 168'000 60'939 60'939 96'472 CHF 97'083 CHF 100.00% 100.00%
12.11.2024 0.59% 1.60 CHF 1.61 CHF 166'000 166'000 58'112 58'112 97'018 CHF 97'600 CHF 99.47% 99.47%
11.11.2024 0.53% 1.82 CHF 1.83 CHF 158'000 158'000 57'800 57'800 108'762 CHF 109'341 CHF 99.89% 99.89%
08.11.2024 0.51% 2.02 CHF 2.03 CHF 152'000 152'000 56'117 56'117 111'794 CHF 112'356 CHF 100.00% 100.00%
07.11.2024 0.51% 2.01 CHF 2.02 CHF 152'000 152'000 56'495 56'495 113'893 CHF 114'460 CHF 99.76% 99.76%

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