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 0.78% 1.31 CHF 1.32 CHF 280'000 280'000 114'117 114'117 149'303 CHF 150'446 CHF 99.89% 99.89%
19.11.2024 0.81% 1.30 CHF 1.31 CHF 280'000 280'000 110'690 110'690 140'583 CHF 141'692 CHF 99.95% 99.95%
18.11.2024 0.80% 1.29 CHF 1.30 CHF 280'000 280'000 107'067 107'067 136'351 CHF 137'424 CHF 99.89% 99.89%
15.11.2024 0.82% 1.29 CHF 1.30 CHF 280'000 280'000 111'183 111'183 140'317 CHF 141'432 CHF 100.00% 100.00%
14.11.2024 0.84% 1.20 CHF 1.21 CHF 270'000 270'000 109'041 109'041 132'076 CHF 133'168 CHF 99.76% 99.76%
13.11.2024 0.78% 1.28 CHF 1.29 CHF 280'000 280'000 113'498 113'498 146'996 CHF 148'133 CHF 100.00% 100.00%
12.11.2024 0.81% 1.32 CHF 1.33 CHF 280'000 280'000 111'409 111'409 141'353 CHF 142'469 CHF 99.95% 99.95%
11.11.2024 0.89% 1.21 CHF 1.22 CHF 270'000 270'000 102'891 102'891 118'430 CHF 119'460 CHF 99.36% 99.36%
08.11.2024 0.91% 1.10 CHF 1.11 CHF 260'000 260'000 103'097 103'097 114'709 CHF 115'742 CHF 99.53% 99.53%
07.11.2024 0.86% 1.12 CHF 1.13 CHF 260'000 260'000 108'122 108'122 125'912 CHF 126'995 CHF 99.86% 99.86%

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