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 0.81% 1.24 CHF 1.25 CHF 80'000 80'000 36'577 36'577 45'746 CHF 46'112 CHF 99.37% 99.37%
19.11.2024 0.78% 1.29 CHF 1.30 CHF 82'000 82'000 36'854 36'854 48'225 CHF 48'594 CHF 100.00% 100.00%
18.11.2024 0.75% 1.32 CHF 1.33 CHF 82'000 82'000 36'774 36'774 49'563 CHF 49'932 CHF 99.65% 99.65%
15.11.2024 0.78% 1.33 CHF 1.34 CHF 82'000 82'000 36'734 36'734 48'170 CHF 48'538 CHF 99.71% 99.71%
14.11.2024 0.80% 1.32 CHF 1.33 CHF 82'000 82'000 36'160 36'160 46'408 CHF 46'770 CHF 98.61% 98.61%
13.11.2024 0.81% 1.25 CHF 1.26 CHF 81'000 81'000 36'666 36'666 45'992 CHF 46'359 CHF 100.00% 100.00%
12.11.2024 0.82% 1.27 CHF 1.28 CHF 81'000 81'000 36'569 36'569 45'282 CHF 45'648 CHF 99.88% 99.88%
11.11.2024 0.84% 1.21 CHF 1.22 CHF 80'000 80'000 35'641 35'641 43'054 CHF 43'411 CHF 99.90% 99.90%
08.11.2024 0.85% 1.18 CHF 1.19 CHF 80'000 80'000 36'547 36'547 43'817 CHF 44'183 CHF 99.04% 99.04%
07.11.2024 0.84% 1.24 CHF 1.25 CHF 81'000 81'000 35'876 35'876 43'589 CHF 43'949 CHF 99.90% 99.90%

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