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 0.69% 1.49 CHF 1.50 CHF 435'000 435'000 158'232 158'232 233'920 CHF 235'506 CHF 99.47% 99.47%
19.11.2024 0.69% 1.49 CHF 1.50 CHF 440'000 440'000 160'878 160'878 238'848 CHF 240'460 CHF 99.56% 99.56%
18.11.2024 0.68% 1.48 CHF 1.49 CHF 435'000 435'000 160'716 160'716 240'986 CHF 242'596 CHF 99.44% 99.44%
15.11.2024 0.69% 1.51 CHF 1.52 CHF 435'000 435'000 156'366 156'366 231'999 CHF 233'566 CHF 98.63% 98.63%
14.11.2024 0.71% 1.44 CHF 1.45 CHF 420'000 420'000 150'617 150'617 214'898 CHF 216'406 CHF 99.66% 99.66%
13.11.2024 0.74% 1.43 CHF 1.44 CHF 420'000 420'000 151'575 151'575 211'006 CHF 212'524 CHF 99.74% 99.74%
12.11.2024 0.77% 1.39 CHF 1.40 CHF 415'000 415'000 143'853 143'853 194'977 CHF 196'418 CHF 98.56% 98.56%
11.11.2024 0.81% 1.29 CHF 1.30 CHF 395'000 395'000 142'337 142'337 180'448 CHF 181'873 CHF 99.31% 99.31%
08.11.2024 0.84% 1.20 CHF 1.21 CHF 380'000 380'000 138'758 138'758 167'836 CHF 169'226 CHF 99.20% 99.20%
07.11.2024 0.85% 1.20 CHF 1.21 CHF 380'000 380'000 139'587 139'587 167'692 CHF 169'094 CHF 99.38% 99.38%

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