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 0.64% 1.64 CHF 1.65 CHF 130'000 130'000 60'675 60'675 97'735 CHF 98'345 CHF 99.74% 99.74%
19.11.2024 0.71% 1.59 CHF 1.60 CHF 130'000 130'000 53'990 53'990 84'806 CHF 85'401 CHF 99.13% 99.13%
18.11.2024 1.07% 1.58 CHF 1.59 CHF 130'000 130'000 53'193 53'193 80'720 CHF 81'435 CHF 99.01% 99.01%
15.11.2024 1.12% 1.49 CHF 1.50 CHF 120'000 120'000 40'471 40'471 59'917 CHF 60'489 CHF 98.43% 98.43%
14.11.2024 1.08% 1.48 CHF 1.49 CHF 120'000 120'000 51'010 51'010 75'544 CHF 76'239 CHF 99.18% 99.18%
13.11.2024 1.07% 1.47 CHF 1.48 CHF 120'000 120'000 52'614 52'614 76'791 CHF 77'485 CHF 99.11% 99.11%
12.11.2024 1.07% 1.46 CHF 1.47 CHF 120'000 120'000 52'354 52'354 76'744 CHF 77'447 CHF 99.30% 99.30%
11.11.2024 1.08% 1.46 CHF 1.47 CHF 120'000 120'000 55'486 55'486 81'571 CHF 82'366 CHF 98.94% 98.94%
08.11.2024 0.83% 1.47 CHF 1.49 CHF 65'000 65'000 47'466 47'466 70'362 CHF 70'970 CHF 98.72% 98.72%
07.11.2024 0.81% 1.47 CHF 1.49 CHF 65'000 65'000 48'839 48'839 72'211 CHF 72'812 CHF 98.41% 98.41%

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