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 0.45% 4.80 CHF 4.81 CHF 40'200 40'200 21'887 21'887 111'551 CHF 111'985 CHF 99.78% 99.78%
19.11.2024 0.38% 5.04 CHF 5.05 CHF 42'700 42'700 23'586 23'586 113'501 CHF 113'880 CHF 100.00% 100.00%
18.11.2024 0.39% 4.79 CHF 4.80 CHF 45'400 45'400 25'163 25'163 117'298 CHF 117'702 CHF 99.90% 99.90%
15.11.2024 0.37% 4.43 CHF 4.44 CHF 42'400 42'400 23'016 23'016 110'373 CHF 110'742 CHF 99.41% 99.41%
14.11.2024 0.43% 5.04 CHF 5.05 CHF 38'800 38'800 20'263 20'263 109'448 CHF 109'858 CHF 99.66% 99.66%
13.11.2024 0.40% 5.57 CHF 5.58 CHF 35'800 35'800 19'411 19'411 111'628 CHF 112'013 CHF 100.00% 100.00%
12.11.2024 0.41% 5.66 CHF 5.67 CHF 36'800 36'800 20'017 20'017 114'147 CHF 114'545 CHF 99.90% 99.90%
11.11.2024 0.43% 5.62 CHF 5.63 CHF 38'400 38'400 20'969 20'969 115'879 CHF 116'299 CHF 99.17% 99.17%
08.11.2024 0.41% 5.45 CHF 5.46 CHF 36'400 36'400 20'060 20'060 112'216 CHF 112'613 CHF 99.08% 99.08%
07.11.2024 0.41% 5.53 CHF 5.54 CHF 39'500 39'500 22'051 22'051 118'631 CHF 119'050 CHF 99.69% 99.69%

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