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 0.51% 6.09 CHF 6.10 CHF 37'000 37'000 16'932 16'932 103'586 CHF 103'986 CHF 99.43% 99.43%
19.11.2024 0.51% 6.12 CHF 6.13 CHF 37'000 37'000 16'917 16'917 103'158 CHF 103'557 CHF 100.00% 100.00%
18.11.2024 0.50% 6.20 CHF 6.21 CHF 36'000 36'000 16'378 16'378 101'500 CHF 101'883 CHF 99.74% 99.74%
15.11.2024 0.52% 6.14 CHF 6.15 CHF 37'000 37'000 16'908 16'908 102'658 CHF 103'058 CHF 99.60% 99.60%
14.11.2024 0.51% 6.09 CHF 6.10 CHF 37'000 37'000 16'975 16'975 103'399 CHF 103'798 CHF 98.56% 98.56%
13.11.2024 0.52% 6.11 CHF 6.12 CHF 37'000 37'000 16'944 16'944 102'472 CHF 102'872 CHF 100.00% 100.00%
12.11.2024 0.51% 6.08 CHF 6.09 CHF 37'000 37'000 16'950 16'950 102'687 CHF 103'087 CHF 99.90% 99.90%
11.11.2024 0.52% 6.05 CHF 6.06 CHF 37'000 37'000 16'934 16'934 101'684 CHF 102'084 CHF 99.90% 99.90%
08.11.2024 0.49% 5.86 CHF 5.87 CHF 38'000 38'000 17'466 17'466 102'028 CHF 102'398 CHF 99.05% 99.05%
07.11.2024 0.49% 5.77 CHF 5.78 CHF 39'000 39'000 17'352 17'352 101'500 CHF 101'870 CHF 99.90% 99.90%

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