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 0.91% 1.14 CHF 1.15 CHF 435'000 435'000 158'833 158'833 178'899 CHF 180'491 CHF 99.68% 99.68%
19.11.2024 0.90% 1.14 CHF 1.15 CHF 440'000 440'000 161'541 161'541 182'944 CHF 184'561 CHF 99.70% 99.70%
18.11.2024 0.89% 1.13 CHF 1.14 CHF 435'000 435'000 160'020 160'020 183'382 CHF 184'985 CHF 99.03% 99.03%
15.11.2024 0.91% 1.15 CHF 1.16 CHF 435'000 435'000 156'765 156'765 177'039 CHF 178'610 CHF 98.76% 98.76%
14.11.2024 0.95% 1.08 CHF 1.09 CHF 420'000 420'000 149'559 149'559 160'324 CHF 161'822 CHF 99.05% 99.05%
13.11.2024 0.99% 1.07 CHF 1.08 CHF 420'000 420'000 150'861 150'861 156'958 CHF 158'469 CHF 99.38% 99.38%
12.11.2024 1.04% 1.03 CHF 1.04 CHF 415'000 415'000 143'707 143'707 144'299 CHF 145'739 CHF 98.65% 98.65%
11.11.2024 1.13% 0.94 CHF 0.95 CHF 395'000 395'000 142'396 142'396 130'553 CHF 131'979 CHF 99.25% 99.25%
08.11.2024 1.18% 0.85 CHF 0.86 CHF 380'000 380'000 138'597 138'597 119'332 CHF 120'721 CHF 99.69% 99.69%
07.11.2024 1.20% 0.85 CHF 0.86 CHF 380'000 380'000 140'170 140'170 119'630 CHF 121'037 CHF 99.62% 99.62%

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