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 0.16% 6.31 CHF 6.32 CHF 12'300 12'300 12'116 12'116 77'964 CHF 78'085 CHF 99.45% 99.45%
19.11.2024 0.16% 6.27 CHF 6.28 CHF 12'300 12'300 12'256 12'256 76'180 CHF 76'303 CHF 100.00% 100.00%
18.11.2024 0.16% 6.33 CHF 6.34 CHF 12'400 12'400 12'349 12'349 77'308 CHF 77'431 CHF 99.88% 99.88%
15.11.2024 0.16% 6.26 CHF 6.27 CHF 12'400 12'400 12'347 12'347 77'285 CHF 77'408 CHF 100.00% 100.00%
14.11.2024 0.16% 6.22 CHF 6.23 CHF 12'700 12'700 12'732 12'732 77'426 CHF 77'553 CHF 98.57% 98.57%
13.11.2024 0.17% 6.02 CHF 6.03 CHF 12'800 12'800 12'672 12'672 76'710 CHF 76'837 CHF 100.00% 100.00%
12.11.2024 0.16% 6.03 CHF 6.04 CHF 12'100 12'100 11'832 11'832 74'686 CHF 74'805 CHF 99.88% 99.88%
11.11.2024 0.15% 6.62 CHF 6.63 CHF 12'300 12'300 12'238 12'238 81'892 CHF 82'015 CHF 100.00% 100.00%
08.11.2024 0.16% 6.16 CHF 6.17 CHF 12'500 12'500 12'419 12'419 77'701 CHF 77'825 CHF 99.05% 99.05%
07.11.2024 0.16% 6.38 CHF 6.39 CHF 12'300 12'300 12'343 12'343 77'379 CHF 77'502 CHF 99.67% 99.67%

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