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% 1.00 CHF 1.01 CHF 135'000 135'000 133'767 133'767 140'486 CHF 141'823 CHF 99.28% 99.28%
19.11.2024 0.95% 1.06 CHF 1.07 CHF 135'000 135'000 134'069 134'094 139'918 CHF 141'284 CHF 100.00% 100.00%
18.11.2024 0.92% 1.10 CHF 1.11 CHF 130'000 130'000 130'610 130'610 141'926 CHF 143'232 CHF 99.89% 99.89%
15.11.2024 0.96% 1.03 CHF 1.04 CHF 135'000 135'000 134'443 134'443 139'737 CHF 141'082 CHF 100.00% 100.00%
14.11.2024 0.97% 1.04 CHF 1.05 CHF 135'000 135'000 134'435 134'435 137'542 CHF 138'887 CHF 98.62% 98.62%
13.11.2024 0.98% 0.99 CHF 1.00 CHF 135'000 135'000 134'462 134'462 136'076 CHF 137'420 CHF 99.98% 99.98%
12.11.2024 0.95% 1.00 CHF 1.01 CHF 135'000 135'000 134'440 134'440 140'998 CHF 142'343 CHF 99.13% 99.13%
11.11.2024 0.93% 1.09 CHF 1.10 CHF 130'000 130'000 133'054 133'054 143'142 CHF 144'473 CHF 100.00% 100.00%
08.11.2024 0.95% 1.04 CHF 1.05 CHF 135'000 135'000 134'437 134'437 141'159 CHF 142'503 CHF 99.04% 99.04%
07.11.2024 0.90% 1.08 CHF 1.09 CHF 130'000 130'000 129'464 129'464 142'653 CHF 143'948 CHF 100.00% 100.00%

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