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 0.41% 5.62 CHF 5.63 CHF 66'000 66'000 29'547 29'547 168'702 CHF 169'239 CHF 99.37% 99.37%
19.11.2024 0.41% 5.73 CHF 5.74 CHF 66'000 66'000 29'586 29'586 169'196 CHF 169'736 CHF 99.59% 99.59%
18.11.2024 0.40% 5.77 CHF 5.78 CHF 65'000 65'000 29'339 29'339 169'061 CHF 169'597 CHF 99.73% 99.73%
15.11.2024 0.41% 5.78 CHF 5.79 CHF 65'000 65'000 29'302 29'302 169'107 CHF 169'643 CHF 99.72% 99.72%
14.11.2024 0.40% 5.77 CHF 5.78 CHF 65'000 65'000 29'394 29'394 170'330 CHF 170'866 CHF 98.41% 98.41%
13.11.2024 0.40% 5.76 CHF 5.77 CHF 65'000 65'000 29'003 29'003 169'270 CHF 169'793 CHF 98.19% 98.19%
12.11.2024 0.39% 5.91 CHF 5.92 CHF 64'000 64'000 29'073 29'073 171'312 CHF 171'839 CHF 98.20% 98.20%
11.11.2024 0.40% 5.93 CHF 5.94 CHF 64'000 64'000 29'124 29'124 171'258 CHF 171'791 CHF 99.55% 99.55%
08.11.2024 0.41% 5.78 CHF 5.79 CHF 65'000 65'000 29'792 29'792 169'750 CHF 170'293 CHF 98.52% 98.52%
07.11.2024 0.41% 5.64 CHF 5.65 CHF 67'000 67'000 30'109 30'109 171'397 CHF 171'943 CHF 99.43% 99.43%

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