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 0.35% 5.59 CHF 5.61 CHF 19'000 19'000 18'148 18'148 102'666 CHF 103'029 CHF 99.44% 99.44%
19.11.2024 0.35% 5.67 CHF 5.69 CHF 18'000 18'000 18'009 18'009 102'017 CHF 102'377 CHF 100.00% 100.00%
18.11.2024 0.36% 5.64 CHF 5.66 CHF 18'000 18'000 18'369 18'369 103'213 CHF 103'580 CHF 99.88% 99.88%
15.11.2024 0.36% 5.55 CHF 5.57 CHF 19'000 19'000 19'000 19'000 105'533 CHF 105'913 CHF 100.00% 100.00%
14.11.2024 0.36% 5.62 CHF 5.64 CHF 18'000 18'000 18'984 18'984 105'839 CHF 106'219 CHF 98.59% 98.59%
13.11.2024 0.36% 5.55 CHF 5.57 CHF 19'000 19'000 18'993 18'993 105'493 CHF 105'873 CHF 100.00% 100.00%
12.11.2024 0.35% 5.67 CHF 5.69 CHF 18'000 18'000 18'000 18'000 102'363 CHF 102'723 CHF 99.90% 99.90%
11.11.2024 0.34% 5.80 CHF 5.82 CHF 18'000 18'000 18'000 18'000 104'683 CHF 105'043 CHF 100.00% 100.00%
08.11.2024 0.34% 5.82 CHF 5.84 CHF 18'000 18'000 18'000 18'000 104'873 CHF 105'233 CHF 98.30% 98.30%
07.11.2024 0.34% 5.83 CHF 5.85 CHF 18'000 18'000 18'000 18'000 105'611 CHF 105'971 CHF 100.00% 100.00%

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