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 1.33% 1.10 CHF 1.11 CHF 132'000 132'000 58'457 58'457 67'005 CHF 67'765 CHF 99.34% 99.34%
19.11.2024 1.32% 1.16 CHF 1.17 CHF 131'000 131'000 58'565 58'565 67'716 CHF 68'477 CHF 100.00% 100.00%
18.11.2024 1.31% 1.17 CHF 1.18 CHF 130'000 130'000 58'171 58'171 68'074 CHF 68'831 CHF 99.78% 99.78%
15.11.2024 1.32% 1.18 CHF 1.19 CHF 130'000 130'000 58'115 58'115 68'155 CHF 68'911 CHF 100.00% 100.00%
14.11.2024 1.30% 1.17 CHF 1.18 CHF 130'000 130'000 58'305 58'305 69'111 CHF 69'871 CHF 98.61% 98.61%
13.11.2024 1.24% 1.17 CHF 1.18 CHF 130'000 130'000 57'752 57'752 70'240 CHF 70'989 CHF 99.80% 99.80%
12.11.2024 1.24% 1.25 CHF 1.26 CHF 128'000 128'000 57'701 57'701 71'973 CHF 72'722 CHF 99.88% 99.88%
11.11.2024 1.26% 1.27 CHF 1.28 CHF 128'000 128'000 57'762 57'762 71'976 CHF 72'728 CHF 99.90% 99.90%
08.11.2024 1.33% 1.21 CHF 1.22 CHF 130'000 130'000 59'198 59'198 69'222 CHF 69'990 CHF 99.05% 99.05%
07.11.2024 1.31% 1.14 CHF 1.15 CHF 133'000 133'000 59'030 59'030 68'726 CHF 69'491 CHF 100.00% 100.00%

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