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 0.83% 1.23 CHF 1.24 CHF 80'000 80'000 36'579 36'579 44'606 CHF 44'973 CHF 99.38% 99.38%
19.11.2024 0.88% 1.17 CHF 1.18 CHF 82'000 82'000 36'857 36'857 42'539 CHF 42'908 CHF 100.00% 100.00%
18.11.2024 0.91% 1.15 CHF 1.16 CHF 82'000 82'000 36'868 36'868 41'573 CHF 41'942 CHF 99.87% 99.87%
15.11.2024 0.87% 1.15 CHF 1.16 CHF 82'000 82'000 36'735 36'735 43'014 CHF 43'382 CHF 99.72% 99.72%
14.11.2024 0.83% 1.16 CHF 1.17 CHF 82'000 82'000 36'090 36'090 43'324 CHF 43'686 CHF 98.39% 98.39%
13.11.2024 0.84% 1.23 CHF 1.24 CHF 81'000 81'000 36'668 36'668 44'565 CHF 44'933 CHF 100.00% 100.00%
12.11.2024 0.82% 1.20 CHF 1.21 CHF 81'000 81'000 36'569 36'569 44'909 CHF 45'275 CHF 99.88% 99.88%
11.11.2024 0.81% 1.26 CHF 1.27 CHF 80'000 80'000 35'580 35'580 44'952 CHF 45'309 CHF 99.76% 99.76%
08.11.2024 0.81% 1.28 CHF 1.29 CHF 80'000 80'000 36'549 36'549 45'871 CHF 46'237 CHF 99.04% 99.04%
07.11.2024 0.81% 1.21 CHF 1.22 CHF 81'000 81'000 35'877 35'877 44'583 CHF 44'943 CHF 99.90% 99.90%

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