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 0.73% 1.40 CHF 1.41 CHF 280'000 280'000 114'115 114'115 159'578 CHF 160'722 CHF 99.89% 99.89%
19.11.2024 0.75% 1.39 CHF 1.40 CHF 280'000 280'000 110'685 110'685 150'541 CHF 151'650 CHF 99.95% 99.95%
18.11.2024 0.74% 1.38 CHF 1.39 CHF 280'000 280'000 107'067 107'067 146'037 CHF 147'109 CHF 99.89% 99.89%
15.11.2024 0.76% 1.38 CHF 1.39 CHF 280'000 280'000 111'179 111'179 150'402 CHF 151'518 CHF 100.00% 100.00%
14.11.2024 0.78% 1.29 CHF 1.30 CHF 270'000 270'000 109'041 109'041 141'942 CHF 143'034 CHF 99.76% 99.76%
13.11.2024 0.73% 1.37 CHF 1.38 CHF 280'000 280'000 113'500 113'500 157'229 CHF 158'366 CHF 100.00% 100.00%
12.11.2024 0.75% 1.41 CHF 1.42 CHF 280'000 280'000 111'401 111'401 151'362 CHF 152'478 CHF 99.95% 99.95%
11.11.2024 0.82% 1.30 CHF 1.31 CHF 270'000 270'000 102'893 102'893 127'655 CHF 128'686 CHF 99.36% 99.36%
08.11.2024 0.84% 1.19 CHF 1.20 CHF 260'000 260'000 103'100 103'100 123'854 CHF 124'887 CHF 99.53% 99.53%
07.11.2024 0.80% 1.21 CHF 1.22 CHF 260'000 260'000 108'129 108'129 135'568 CHF 136'651 CHF 99.86% 99.86%

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