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 1.18% 1.25 CHF 1.26 CHF 132'000 132'000 58'463 58'463 75'907 CHF 76'667 CHF 99.37% 99.37%
19.11.2024 1.17% 1.31 CHF 1.32 CHF 131'000 131'000 58'563 58'563 76'591 CHF 77'351 CHF 99.99% 99.99%
18.11.2024 1.16% 1.33 CHF 1.34 CHF 130'000 130'000 58'140 58'140 76'872 CHF 77'629 CHF 99.76% 99.76%
15.11.2024 1.17% 1.33 CHF 1.34 CHF 130'000 130'000 58'117 58'117 77'026 CHF 77'782 CHF 100.00% 100.00%
14.11.2024 1.16% 1.32 CHF 1.33 CHF 130'000 130'000 58'189 58'189 77'776 CHF 78'535 CHF 98.43% 98.43%
13.11.2024 1.11% 1.33 CHF 1.34 CHF 130'000 130'000 57'512 57'512 78'620 CHF 79'368 CHF 98.93% 98.93%
12.11.2024 1.10% 1.40 CHF 1.41 CHF 128'000 128'000 57'700 57'700 80'704 CHF 81'453 CHF 99.88% 99.88%
11.11.2024 1.12% 1.42 CHF 1.43 CHF 128'000 128'000 57'666 57'666 80'557 CHF 81'309 CHF 99.76% 99.76%
08.11.2024 1.18% 1.36 CHF 1.37 CHF 130'000 130'000 59'195 59'195 78'067 CHF 78'834 CHF 99.04% 99.04%
07.11.2024 1.17% 1.29 CHF 1.30 CHF 133'000 133'000 59'042 59'042 77'547 CHF 78'312 CHF 99.96% 99.96%

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