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 0.65% 1.60 CHF 1.61 CHF 124'000 124'000 55'092 55'092 86'826 CHF 87'378 CHF 99.89% 99.89%
19.11.2024 0.67% 1.55 CHF 1.56 CHF 122'000 122'000 53'234 53'234 81'828 CHF 82'361 CHF 100.00% 100.00%
18.11.2024 1.06% 1.54 CHF 1.55 CHF 122'000 122'000 53'568 53'568 79'517 CHF 80'211 CHF 99.89% 99.89%
15.11.2024 1.06% 1.45 CHF 1.46 CHF 118'000 118'000 47'069 47'069 68'195 CHF 68'763 CHF 99.45% 99.45%
14.11.2024 1.06% 1.45 CHF 1.46 CHF 118'000 118'000 53'077 53'077 76'973 CHF 77'662 CHF 100.00% 100.00%
13.11.2024 1.08% 1.44 CHF 1.45 CHF 118'000 118'000 53'087 53'087 75'907 CHF 76'597 CHF 100.00% 100.00%
12.11.2024 1.07% 1.44 CHF 1.45 CHF 118'000 118'000 53'100 53'100 76'267 CHF 76'957 CHF 99.86% 99.86%
11.11.2024 1.07% 1.43 CHF 1.44 CHF 118'000 118'000 52'929 52'929 76'103 CHF 76'792 CHF 99.57% 99.57%
08.11.2024 0.70% 1.44 CHF 1.45 CHF 120'000 120'000 54'256 54'256 78'710 CHF 79'253 CHF 99.19% 99.19%
07.11.2024 0.78% 1.45 CHF 1.46 CHF 120'000 120'000 52'351 52'351 75'799 CHF 76'348 CHF 99.90% 99.90%

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