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 0.60% 1.73 CHF 1.74 CHF 124'000 124'000 55'092 55'092 93'985 CHF 94'537 CHF 99.89% 99.89%
19.11.2024 0.61% 1.68 CHF 1.69 CHF 122'000 122'000 53'234 53'234 88'739 CHF 89'272 CHF 100.00% 100.00%
18.11.2024 0.98% 1.67 CHF 1.68 CHF 122'000 122'000 53'568 53'568 86'534 CHF 87'228 CHF 99.89% 99.89%
15.11.2024 0.98% 1.59 CHF 1.60 CHF 118'000 118'000 47'069 47'069 74'379 CHF 74'947 CHF 99.45% 99.45%
14.11.2024 0.98% 1.58 CHF 1.59 CHF 118'000 118'000 53'078 53'078 83'962 CHF 84'651 CHF 100.00% 100.00%
13.11.2024 0.99% 1.57 CHF 1.58 CHF 118'000 118'000 53'087 53'087 82'861 CHF 83'550 CHF 100.00% 100.00%
12.11.2024 0.98% 1.57 CHF 1.58 CHF 118'000 118'000 53'100 53'100 83'204 CHF 83'894 CHF 99.85% 99.85%
11.11.2024 0.98% 1.56 CHF 1.57 CHF 118'000 118'000 53'068 53'068 83'196 CHF 83'886 CHF 99.62% 99.62%
08.11.2024 0.64% 1.57 CHF 1.58 CHF 120'000 120'000 54'069 54'069 85'400 CHF 85'942 CHF 100.00% 100.00%
07.11.2024 0.72% 1.57 CHF 1.58 CHF 120'000 120'000 52'351 52'351 82'552 CHF 83'102 CHF 99.90% 99.90%

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