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 0.54% 5.69 CHF 5.70 CHF 37'000 37'000 16'932 16'932 96'689 CHF 97'088 CHF 99.41% 99.41%
19.11.2024 0.55% 5.71 CHF 5.72 CHF 37'000 37'000 16'918 16'918 96'300 CHF 96'699 CHF 100.00% 100.00%
18.11.2024 0.54% 5.79 CHF 5.80 CHF 36'000 36'000 16'377 16'377 94'824 CHF 95'208 CHF 99.74% 99.74%
15.11.2024 0.55% 5.73 CHF 5.74 CHF 37'000 37'000 16'907 16'907 95'749 CHF 96'149 CHF 99.60% 99.60%
14.11.2024 0.55% 5.69 CHF 5.70 CHF 37'000 37'000 16'967 16'967 96'444 CHF 96'844 CHF 98.58% 98.58%
13.11.2024 0.55% 5.70 CHF 5.71 CHF 37'000 37'000 16'944 16'944 95'620 CHF 96'020 CHF 100.00% 100.00%
12.11.2024 0.55% 5.67 CHF 5.68 CHF 37'000 37'000 16'950 16'950 95'813 CHF 96'213 CHF 99.89% 99.89%
11.11.2024 0.56% 5.65 CHF 5.66 CHF 37'000 37'000 16'934 16'934 94'858 CHF 95'258 CHF 99.90% 99.90%
08.11.2024 0.53% 5.46 CHF 5.47 CHF 38'000 38'000 17'465 17'465 95'040 CHF 95'410 CHF 99.05% 99.05%
07.11.2024 0.52% 5.37 CHF 5.38 CHF 39'000 39'000 17'352 17'352 94'555 CHF 94'925 CHF 99.90% 99.90%

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