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 0.82% 1.28 CHF 1.29 CHF 124'000 124'000 55'090 55'090 69'008 CHF 69'560 CHF 99.89% 99.89%
19.11.2024 0.84% 1.23 CHF 1.24 CHF 122'000 122'000 53'230 53'230 64'737 CHF 65'270 CHF 100.00% 100.00%
18.11.2024 1.37% 1.22 CHF 1.23 CHF 122'000 122'000 53'567 53'567 62'228 CHF 62'922 CHF 99.89% 99.89%
15.11.2024 1.37% 1.13 CHF 1.14 CHF 118'000 118'000 47'068 47'068 53'022 CHF 53'590 CHF 99.45% 99.45%
14.11.2024 1.37% 1.13 CHF 1.14 CHF 118'000 118'000 53'077 53'077 59'875 CHF 60'565 CHF 100.00% 100.00%
13.11.2024 1.39% 1.12 CHF 1.13 CHF 118'000 118'000 53'084 53'084 58'896 CHF 59'585 CHF 100.00% 100.00%
12.11.2024 1.37% 1.12 CHF 1.13 CHF 118'000 118'000 53'098 53'098 59'280 CHF 59'970 CHF 99.87% 99.87%
11.11.2024 1.37% 1.11 CHF 1.12 CHF 118'000 118'000 52'927 52'927 59'200 CHF 59'889 CHF 99.60% 99.60%
08.11.2024 0.89% 1.12 CHF 1.13 CHF 120'000 120'000 54'247 54'247 61'477 CHF 62'021 CHF 99.25% 99.25%
07.11.2024 1.00% 1.13 CHF 1.14 CHF 120'000 120'000 52'350 52'350 59'192 CHF 59'741 CHF 99.90% 99.90%

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