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 0.95% 1.05 CHF 1.06 CHF 80'000 80'000 36'573 36'573 38'981 CHF 39'347 CHF 99.33% 99.33%
19.11.2024 0.90% 1.11 CHF 1.12 CHF 82'000 82'000 36'854 36'854 41'450 CHF 41'819 CHF 100.00% 100.00%
18.11.2024 0.87% 1.14 CHF 1.15 CHF 82'000 82'000 36'830 36'830 42'788 CHF 43'157 CHF 99.77% 99.77%
15.11.2024 0.91% 1.14 CHF 1.15 CHF 82'000 82'000 36'816 36'816 41'432 CHF 41'800 CHF 99.90% 99.90%
14.11.2024 0.94% 1.14 CHF 1.15 CHF 82'000 82'000 36'164 36'164 39'758 CHF 40'120 CHF 98.51% 98.51%
13.11.2024 0.95% 1.06 CHF 1.07 CHF 81'000 81'000 36'667 36'667 39'235 CHF 39'602 CHF 100.00% 100.00%
12.11.2024 0.97% 1.08 CHF 1.09 CHF 81'000 81'000 36'561 36'561 38'545 CHF 38'912 CHF 99.88% 99.88%
11.11.2024 0.99% 1.02 CHF 1.03 CHF 80'000 80'000 35'643 35'643 36'480 CHF 36'837 CHF 99.90% 99.90%
08.11.2024 1.00% 1.00 CHF 1.01 CHF 80'000 80'000 36'546 36'546 37'154 CHF 37'521 CHF 99.05% 99.05%
07.11.2024 0.99% 1.06 CHF 1.07 CHF 81'000 81'000 35'877 35'877 37'045 CHF 37'405 CHF 99.90% 99.90%

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