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 0.49% 6.32 CHF 6.33 CHF 37'000 37'000 16'933 16'933 107'465 CHF 107'864 CHF 99.43% 99.43%
19.11.2024 0.49% 6.34 CHF 6.35 CHF 37'000 37'000 16'917 16'917 106'984 CHF 107'383 CHF 100.00% 100.00%
18.11.2024 0.48% 6.42 CHF 6.43 CHF 36'000 36'000 16'378 16'378 105'212 CHF 105'595 CHF 99.74% 99.74%
15.11.2024 0.50% 6.37 CHF 6.38 CHF 37'000 37'000 16'908 16'908 106'506 CHF 106'906 CHF 99.60% 99.60%
14.11.2024 0.49% 6.32 CHF 6.33 CHF 37'000 37'000 16'975 16'975 107'259 CHF 107'658 CHF 98.53% 98.53%
13.11.2024 0.50% 6.34 CHF 6.35 CHF 37'000 37'000 16'945 16'945 106'340 CHF 106'740 CHF 100.00% 100.00%
12.11.2024 0.50% 6.30 CHF 6.31 CHF 37'000 37'000 16'951 16'951 106'518 CHF 106'918 CHF 99.88% 99.88%
11.11.2024 0.50% 6.28 CHF 6.29 CHF 37'000 37'000 16'934 16'934 105'504 CHF 105'903 CHF 99.90% 99.90%
08.11.2024 0.47% 6.08 CHF 6.09 CHF 38'000 38'000 17'492 17'492 106'091 CHF 106'462 CHF 98.88% 98.88%
07.11.2024 0.47% 6.00 CHF 6.01 CHF 39'000 39'000 17'352 17'352 105'390 CHF 105'760 CHF 99.90% 99.90%

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