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 1.29% 1.54 CHF 1.55 CHF 114'000 114'000 49'705 49'705 74'155 CHF 74'916 CHF 99.90% 99.90%
19.11.2024 1.34% 1.32 CHF 1.33 CHF 118'000 118'000 51'741 51'741 68'662 CHF 69'440 CHF 99.85% 99.85%
18.11.2024 1.19% 1.31 CHF 1.32 CHF 118'000 118'000 50'950 50'950 72'175 CHF 72'936 CHF 97.65% 97.65%
15.11.2024 0.98% 1.61 CHF 1.62 CHF 112'000 112'000 47'280 47'280 83'370 CHF 84'077 CHF 99.58% 99.58%
14.11.2024 0.84% 2.04 CHF 2.05 CHF 105'000 105'000 46'841 46'841 97'895 CHF 98'602 CHF 100.00% 100.00%
13.11.2024 0.82% 2.21 CHF 2.22 CHF 103'000 103'000 46'303 46'303 101'625 CHF 102'327 CHF 100.00% 100.00%
12.11.2024 0.80% 2.15 CHF 2.16 CHF 104'000 104'000 46'392 46'392 102'995 CHF 103'698 CHF 99.77% 99.77%
11.11.2024 0.79% 2.35 CHF 2.36 CHF 102'000 102'000 45'813 45'813 105'378 CHF 106'073 CHF 99.90% 99.90%
08.11.2024 1.54% 2.23 CHF 2.24 CHF 104'000 104'000 47'771 47'771 98'939 CHF 100'050 CHF 98.91% 98.91%
07.11.2024 1.70% 1.91 CHF 1.92 CHF 109'000 109'000 49'026 49'026 90'231 CHF 91'376 CHF 99.90% 99.90%

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