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% 1.19 CHF 1.20 CHF 140'000 140'000 131'042 131'042 160'274 CHF 161'585 CHF 94.02% 94.02%
19.11.2024 0.86% 1.19 CHF 1.20 CHF 140'000 140'000 139'932 139'932 161'989 CHF 163'389 CHF 91.69% 91.69%
18.11.2024 0.84% 1.17 CHF 1.18 CHF 140'000 140'000 138'114 138'114 163'900 CHF 165'283 CHF 93.77% 93.77%
15.11.2024 0.82% 1.21 CHF 1.22 CHF 130'000 130'000 132'361 132'361 161'430 CHF 162'756 CHF 93.01% 93.01%
14.11.2024 0.83% 1.19 CHF 1.20 CHF 140'000 140'000 139'027 139'027 166'190 CHF 167'581 CHF 93.60% 93.60%
13.11.2024 0.84% 1.23 CHF 1.24 CHF 130'000 130'000 136'316 136'316 161'599 CHF 162'963 CHF 94.85% 94.85%
12.11.2024 0.82% 1.19 CHF 1.20 CHF 140'000 140'000 132'266 132'266 160'435 CHF 161'758 CHF 92.63% 92.63%
11.11.2024 0.78% 1.26 CHF 1.27 CHF 130'000 130'000 129'978 129'978 166'533 CHF 167'833 CHF 91.26% 91.26%
08.11.2024 0.81% 1.23 CHF 1.24 CHF 130'000 130'000 129'971 129'971 159'997 CHF 161'297 CHF 92.33% 92.33%
07.11.2024 0.82% 1.19 CHF 1.20 CHF 140'000 140'000 133'316 133'316 161'587 CHF 162'922 CHF 94.24% 94.24%

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