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 0.95% 1.04 CHF 1.05 CHF 174'000 174'000 63'974 63'974 68'106 CHF 68'747 CHF 99.82% 99.82%
19.11.2024 0.97% 1.02 CHF 1.03 CHF 176'000 176'000 65'009 65'009 67'368 CHF 68'020 CHF 100.00% 100.00%
18.11.2024 0.99% 1.06 CHF 1.07 CHF 174'000 174'000 65'043 65'043 66'452 CHF 67'104 CHF 99.90% 99.90%
15.11.2024 0.93% 1.02 CHF 1.03 CHF 174'000 174'000 63'569 63'569 68'352 CHF 68'989 CHF 99.47% 99.47%
14.11.2024 0.83% 1.19 CHF 1.20 CHF 168'000 168'000 60'701 60'701 74'148 CHF 74'756 CHF 100.00% 100.00%
13.11.2024 0.78% 1.20 CHF 1.21 CHF 168'000 168'000 60'938 60'938 77'902 CHF 78'512 CHF 100.00% 100.00%
12.11.2024 0.71% 1.29 CHF 1.30 CHF 166'000 166'000 58'098 58'098 79'304 CHF 79'886 CHF 99.47% 99.47%
11.11.2024 0.63% 1.52 CHF 1.53 CHF 158'000 158'000 57'801 57'801 91'245 CHF 91'824 CHF 99.89% 99.89%
08.11.2024 0.60% 1.72 CHF 1.73 CHF 152'000 152'000 56'117 56'117 94'896 CHF 95'458 CHF 100.00% 100.00%
07.11.2024 0.60% 1.71 CHF 1.72 CHF 152'000 152'000 56'494 56'494 96'894 CHF 97'461 CHF 99.76% 99.76%

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