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 0.79% 1.32 CHF 1.33 CHF 124'000 124'000 55'092 55'092 71'250 CHF 71'802 CHF 99.90% 99.90%
19.11.2024 0.81% 1.27 CHF 1.28 CHF 122'000 122'000 53'232 53'232 66'875 CHF 67'408 CHF 100.00% 100.00%
18.11.2024 1.32% 1.26 CHF 1.27 CHF 122'000 122'000 53'568 53'568 64'373 CHF 65'066 CHF 99.89% 99.89%
15.11.2024 1.32% 1.17 CHF 1.18 CHF 118'000 118'000 47'069 47'069 54'898 CHF 55'466 CHF 99.45% 99.45%
14.11.2024 1.32% 1.17 CHF 1.18 CHF 118'000 118'000 53'075 53'075 61'986 CHF 62'676 CHF 100.00% 100.00%
13.11.2024 1.34% 1.16 CHF 1.17 CHF 118'000 118'000 53'087 53'087 61'008 CHF 61'697 CHF 100.00% 100.00%
12.11.2024 1.33% 1.16 CHF 1.17 CHF 118'000 118'000 53'100 53'100 61'377 CHF 62'067 CHF 99.85% 99.85%
11.11.2024 1.32% 1.15 CHF 1.16 CHF 118'000 118'000 52'928 52'928 61'297 CHF 61'986 CHF 99.57% 99.57%
08.11.2024 0.86% 1.16 CHF 1.17 CHF 120'000 120'000 54'259 54'259 63'646 CHF 64'190 CHF 99.19% 99.19%
07.11.2024 0.97% 1.17 CHF 1.18 CHF 120'000 120'000 52'350 52'350 61'273 CHF 61'823 CHF 99.90% 99.90%

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