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 1.95% 1.19 CHF 1.20 CHF 195'000 195'000 86'994 86'994 103'200 CHF 104'775 CHF 99.89% 99.89%
19.11.2024 1.93% 1.21 CHF 1.22 CHF 195'000 195'000 80'356 80'356 98'440 CHF 99'884 CHF 100.00% 100.00%
18.11.2024 1.46% 1.27 CHF 1.28 CHF 200'000 200'000 89'571 89'571 116'062 CHF 117'464 CHF 99.89% 99.89%
15.11.2024 1.35% 1.32 CHF 1.33 CHF 205'000 205'000 91'449 91'449 121'438 CHF 122'826 CHF 99.89% 99.89%
14.11.2024 1.73% 1.30 CHF 1.31 CHF 200'000 200'000 68'836 68'836 88'641 CHF 89'677 CHF 100.00% 100.00%
13.11.2024 1.94% 1.24 CHF 1.25 CHF 200'000 200'000 87'838 87'838 106'484 CHF 108'067 CHF 99.92% 99.92%
12.11.2024 2.04% 1.21 CHF 1.22 CHF 195'000 195'000 86'094 86'094 99'428 CHF 100'979 CHF 99.85% 99.85%
11.11.2024 2.17% 1.12 CHF 1.13 CHF 190'000 190'000 83'936 83'936 91'143 CHF 92'657 CHF 99.62% 99.62%
08.11.2024 2.15% 1.09 CHF 1.10 CHF 190'000 190'000 85'021 85'021 92'322 CHF 93'862 CHF 100.00% 100.00%
07.11.2024 2.05% 1.09 CHF 1.10 CHF 190'000 190'000 85'392 85'392 95'076 CHF 96'624 CHF 100.00% 100.00%

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