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 0.33% 6.06 CHF 6.08 CHF 60'400 60'400 60'400 60'400 370'790 CHF 371'998 CHF 99.75% 99.75%
19.11.2024 0.33% 6.06 CHF 6.08 CHF 60'000 60'000 60'000 60'000 361'530 CHF 362'730 CHF 100.00% 100.00%
18.11.2024 0.33% 6.13 CHF 6.15 CHF 61'300 61'300 61'300 61'300 370'249 CHF 371'475 CHF 99.58% 99.58%
15.11.2024 0.33% 5.99 CHF 6.01 CHF 61'000 61'000 61'000 61'000 368'604 CHF 369'824 CHF 94.99% 94.99%
14.11.2024 0.33% 6.06 CHF 6.08 CHF 62'500 62'500 62'500 62'500 375'627 CHF 376'877 CHF 100.00% 100.00%
13.11.2024 0.34% 5.86 CHF 5.88 CHF 62'600 62'600 62'600 62'600 366'873 CHF 368'125 CHF 99.79% 99.79%
12.11.2024 0.33% 5.85 CHF 5.87 CHF 59'500 59'500 59'500 59'500 356'182 CHF 357'372 CHF 100.00% 100.00%
11.11.2024 0.32% 6.29 CHF 6.31 CHF 60'900 60'900 60'900 60'900 385'493 CHF 386'711 CHF 99.79% 99.79%
08.11.2024 0.32% 6.06 CHF 6.08 CHF 58'800 58'800 58'800 58'800 361'883 CHF 363'059 CHF 100.00% 100.00%
07.11.2024 0.31% 6.46 CHF 6.48 CHF 58'400 58'400 58'400 58'400 378'899 CHF 380'067 CHF 99.68% 99.68%

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