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 1.36% 1.32 CHF 1.33 CHF 58'000 58'000 26'297 26'297 34'494 CHF 34'893 CHF 99.36% 99.36%
19.11.2024 1.37% 1.31 CHF 1.32 CHF 58'000 58'000 26'257 26'257 34'349 CHF 34'749 CHF 100.00% 100.00%
18.11.2024 1.27% 1.37 CHF 1.38 CHF 57'000 57'000 25'887 25'887 36'088 CHF 36'482 CHF 99.87% 99.87%
15.11.2024 1.32% 1.41 CHF 1.42 CHF 57'000 57'000 26'024 26'024 35'516 CHF 35'914 CHF 99.72% 99.72%
14.11.2024 1.24% 1.43 CHF 1.44 CHF 57'000 57'000 25'345 25'345 36'823 CHF 37'206 CHF 98.65% 98.65%
13.11.2024 1.27% 1.49 CHF 1.50 CHF 56'000 56'000 25'776 25'776 36'988 CHF 37'380 CHF 100.00% 100.00%
12.11.2024 1.21% 1.42 CHF 1.43 CHF 57'000 57'000 25'590 25'590 37'477 CHF 37'864 CHF 99.88% 99.88%
11.11.2024 1.26% 1.47 CHF 1.48 CHF 57'000 57'000 25'419 25'419 37'253 CHF 37'642 CHF 99.76% 99.76%
08.11.2024 1.35% 1.41 CHF 1.42 CHF 58'000 58'000 26'550 26'550 35'449 CHF 35'851 CHF 98.52% 98.52%
07.11.2024 1.26% 1.33 CHF 1.34 CHF 59'000 59'000 26'262 26'262 36'763 CHF 37'162 CHF 100.00% 100.00%

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