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 0.61% 1.67 CHF 1.68 CHF 280'000 280'000 114'127 114'127 190'337 CHF 191'481 CHF 99.89% 99.89%
19.11.2024 0.63% 1.66 CHF 1.67 CHF 280'000 280'000 110'691 110'691 180'172 CHF 181'281 CHF 99.95% 99.95%
18.11.2024 0.62% 1.65 CHF 1.66 CHF 280'000 280'000 107'077 107'077 174'895 CHF 175'967 CHF 99.89% 99.89%
15.11.2024 0.63% 1.65 CHF 1.66 CHF 280'000 280'000 111'176 111'176 180'408 CHF 181'523 CHF 100.00% 100.00%
14.11.2024 0.64% 1.56 CHF 1.57 CHF 270'000 270'000 109'040 109'040 171'387 CHF 172'480 CHF 99.76% 99.76%
13.11.2024 0.61% 1.64 CHF 1.65 CHF 280'000 280'000 113'494 113'494 187'719 CHF 188'856 CHF 100.00% 100.00%
12.11.2024 0.63% 1.67 CHF 1.68 CHF 280'000 280'000 111'410 111'410 181'262 CHF 182'378 CHF 99.95% 99.95%
11.11.2024 0.68% 1.57 CHF 1.58 CHF 270'000 270'000 102'888 102'888 155'097 CHF 156'128 CHF 99.35% 99.35%
08.11.2024 0.69% 1.45 CHF 1.46 CHF 260'000 260'000 103'097 103'097 151'198 CHF 152'231 CHF 99.53% 99.53%
07.11.2024 0.66% 1.48 CHF 1.49 CHF 260'000 260'000 108'123 108'123 164'374 CHF 165'458 CHF 99.86% 99.86%

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