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 0.93% 5.03 CHF 5.07 CHF 7'600 7'600 7'512 7'512 38'988 CHF 39'353 CHF 99.43% 99.43%
19.11.2024 0.96% 5.21 CHF 5.26 CHF 7'500 7'500 7'501 7'501 39'059 CHF 39'434 CHF 100.00% 100.00%
18.11.2024 0.78% 5.16 CHF 5.20 CHF 7'700 7'700 7'737 7'737 39'510 CHF 39'820 CHF 99.88% 99.88%
15.11.2024 0.80% 4.94 CHF 4.98 CHF 7'700 7'700 7'700 7'700 38'110 CHF 38'418 CHF 100.00% 100.00%
14.11.2024 0.80% 5.11 CHF 5.15 CHF 7'800 7'800 7'898 7'898 39'521 CHF 39'837 CHF 98.57% 98.57%
13.11.2024 0.84% 4.95 CHF 4.99 CHF 7'600 7'600 7'611 7'611 37'696 CHF 38'014 CHF 100.00% 100.00%
12.11.2024 0.94% 5.23 CHF 5.28 CHF 7'200 7'200 7'200 7'200 38'005 CHF 38'365 CHF 99.88% 99.88%
11.11.2024 0.89% 5.58 CHF 5.63 CHF 7'100 7'100 7'033 7'033 39'510 CHF 39'861 CHF 100.00% 100.00%
08.11.2024 0.88% 5.63 CHF 5.68 CHF 6'900 6'900 6'904 6'904 38'968 CHF 39'313 CHF 98.30% 98.30%
07.11.2024 0.87% 5.64 CHF 5.69 CHF 6'900 6'900 6'900 6'900 39'683 CHF 40'028 CHF 100.00% 100.00%

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