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 0.88% 1.12 CHF 1.13 CHF 174'000 174'000 63'972 63'972 73'246 CHF 73'887 CHF 99.82% 99.82%
19.11.2024 0.91% 1.10 CHF 1.11 CHF 176'000 176'000 65'008 65'008 72'599 CHF 73'251 CHF 100.00% 100.00%
18.11.2024 0.92% 1.14 CHF 1.15 CHF 174'000 174'000 65'040 65'040 71'709 CHF 72'360 CHF 99.90% 99.90%
15.11.2024 0.87% 1.10 CHF 1.11 CHF 174'000 174'000 63'567 63'567 73'451 CHF 74'088 CHF 99.47% 99.47%
14.11.2024 0.78% 1.26 CHF 1.27 CHF 168'000 168'000 60'698 60'698 78'977 CHF 79'585 CHF 100.00% 100.00%
13.11.2024 0.73% 1.28 CHF 1.29 CHF 168'000 168'000 60'939 60'939 82'736 CHF 83'346 CHF 100.00% 100.00%
12.11.2024 0.68% 1.37 CHF 1.38 CHF 166'000 166'000 58'117 58'117 83'911 CHF 84'493 CHF 99.45% 99.45%
11.11.2024 0.60% 1.60 CHF 1.61 CHF 158'000 158'000 57'804 57'804 95'734 CHF 96'313 CHF 99.89% 99.89%
08.11.2024 0.57% 1.79 CHF 1.80 CHF 152'000 152'000 56'117 56'117 99'188 CHF 99'750 CHF 100.00% 100.00%
07.11.2024 0.58% 1.79 CHF 1.80 CHF 152'000 152'000 56'495 56'495 101'191 CHF 101'758 CHF 99.76% 99.76%

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