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 1.05% 1.02 CHF 1.03 CHF 130'000 130'000 59'912 59'912 59'469 CHF 60'070 CHF 93.89% 93.89%
19.11.2024 1.08% 0.97 CHF 0.98 CHF 130'000 130'000 58'785 58'785 56'155 CHF 56'746 CHF 94.78% 94.78%
18.11.2024 1.17% 0.96 CHF 0.97 CHF 130'000 130'000 58'985 58'985 52'830 CHF 53'423 CHF 96.78% 96.78%
15.11.2024 1.18% 0.87 CHF 0.88 CHF 130'000 130'000 51'946 51'946 44'781 CHF 45'302 CHF 94.41% 94.41%
14.11.2024 1.18% 0.86 CHF 0.87 CHF 130'000 130'000 59'777 59'777 51'549 CHF 52'148 CHF 95.39% 95.39%
13.11.2024 1.20% 0.85 CHF 0.86 CHF 130'000 130'000 60'179 60'179 50'986 CHF 51'590 CHF 96.45% 96.45%
12.11.2024 1.20% 0.85 CHF 0.86 CHF 130'000 130'000 60'289 60'289 51'353 CHF 51'958 CHF 95.19% 95.19%
11.11.2024 1.18% 0.85 CHF 0.86 CHF 130'000 130'000 59'626 59'626 51'069 CHF 51'667 CHF 96.66% 96.66%
08.11.2024 1.17% 0.86 CHF 0.87 CHF 130'000 130'000 62'003 62'003 54'125 CHF 54'747 CHF 94.56% 94.56%
07.11.2024 1.18% 0.87 CHF 0.88 CHF 130'000 130'000 58'535 58'535 50'838 CHF 51'426 CHF 93.68% 93.68%

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