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
25.11.2024 0.58% 1.63 CHF 1.64 CHF 53'000 53'000 51'952 51'952 89'755 CHF 90'275 CHF 100.00% 100.00%
22.11.2024 0.60% 1.70 CHF 1.71 CHF 52'000 52'000 52'512 52'512 87'117 CHF 87'642 CHF 100.00% 100.00%
20.11.2024 0.66% 1.52 CHF 1.53 CHF 54'000 54'000 53'629 53'629 81'593 CHF 82'130 CHF 99.44% 99.44%
19.11.2024 0.64% 1.61 CHF 1.62 CHF 53'000 53'000 53'360 53'360 83'347 CHF 83'881 CHF 99.47% 99.47%
18.11.2024 0.71% 1.39 CHF 1.40 CHF 55'000 55'000 54'774 54'774 77'198 CHF 77'746 CHF 100.00% 100.00%
15.11.2024 0.73% 1.34 CHF 1.35 CHF 56'000 56'000 54'953 54'953 75'486 CHF 76'036 CHF 99.44% 99.44%
14.11.2024 0.79% 1.26 CHF 1.27 CHF 56'000 56'000 56'063 56'063 71'098 CHF 71'659 CHF 100.00% 100.00%
13.11.2024 0.80% 1.28 CHF 1.29 CHF 56'000 56'000 56'458 56'456 70'425 CHF 70'987 CHF 99.83% 99.83%
12.11.2024 0.75% 1.32 CHF 1.33 CHF 56'000 56'000 61'829 61'829 82'809 CHF 83'428 CHF 99.85% 99.85%
11.11.2024 0.80% 1.28 CHF 1.29 CHF 75'000 75'000 75'479 75'479 93'562 CHF 94'316 CHF 99.65% 99.65%

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