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 0.81% 1.23 CHF 1.24 CHF 174'000 174'000 63'971 63'971 80'223 CHF 80'865 CHF 99.82% 99.82%
19.11.2024 0.83% 1.21 CHF 1.22 CHF 176'000 176'000 65'009 65'009 79'613 CHF 80'264 CHF 100.00% 100.00%
18.11.2024 0.84% 1.25 CHF 1.26 CHF 174'000 174'000 65'038 65'038 78'755 CHF 79'407 CHF 99.90% 99.90%
15.11.2024 0.79% 1.21 CHF 1.22 CHF 174'000 174'000 63'565 63'565 80'367 CHF 81'004 CHF 99.47% 99.47%
14.11.2024 0.72% 1.37 CHF 1.38 CHF 168'000 168'000 60'697 60'697 85'631 CHF 86'239 CHF 100.00% 100.00%
13.11.2024 0.68% 1.39 CHF 1.40 CHF 168'000 168'000 60'936 60'936 89'396 CHF 90'006 CHF 100.00% 100.00%
12.11.2024 0.63% 1.48 CHF 1.49 CHF 166'000 166'000 58'111 58'111 90'264 CHF 90'846 CHF 99.47% 99.47%
11.11.2024 0.56% 1.71 CHF 1.72 CHF 158'000 158'000 57'802 57'802 102'088 CHF 102'667 CHF 99.89% 99.89%
08.11.2024 0.54% 1.90 CHF 1.91 CHF 152'000 152'000 56'114 56'114 105'329 CHF 105'891 CHF 100.00% 100.00%
07.11.2024 0.54% 1.90 CHF 1.91 CHF 152'000 152'000 56'493 56'493 107'387 CHF 107'954 CHF 99.76% 99.76%

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