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
27.11.2024 0.30% 5.08 CHF 5.09 CHF 50'400 50'400 27'739 27'739 141'115 CHF 141'500 CHF 99.90% 99.90%
26.11.2024 0.31% 5.07 CHF 5.08 CHF 51'500 51'500 28'512 28'512 142'420 CHF 142'815 CHF 100.00% 100.00%
25.11.2024 0.32% 4.96 CHF 4.97 CHF 54'800 54'800 30'093 30'093 146'737 CHF 147'154 CHF 99.90% 99.90%
22.11.2024 0.32% 4.71 CHF 4.72 CHF 52'100 52'100 28'649 28'649 138'514 CHF 138'911 CHF 99.68% 99.68%
20.11.2024 0.28% 5.93 CHF 5.94 CHF 41'000 41'000 22'316 22'316 138'776 CHF 139'134 CHF 99.77% 99.77%
19.11.2024 0.31% 6.16 CHF 6.17 CHF 42'900 42'900 23'706 23'706 140'606 CHF 140'987 CHF 100.00% 100.00%
18.11.2024 0.31% 5.92 CHF 5.93 CHF 45'000 45'000 24'923 24'923 144'206 CHF 144'607 CHF 99.90% 99.90%
15.11.2024 0.30% 5.55 CHF 5.56 CHF 42'900 42'900 23'303 23'303 137'771 CHF 138'145 CHF 99.40% 99.40%
14.11.2024 0.36% 6.15 CHF 6.16 CHF 40'000 40'000 20'862 20'862 135'559 CHF 135'981 CHF 99.66% 99.66%
13.11.2024 0.34% 6.65 CHF 6.66 CHF 37'500 37'500 20'367 20'367 138'868 CHF 139'272 CHF 100.00% 100.00%

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