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 0.18% 5.35 CHF 5.36 CHF 72'000 72'000 72'000 72'000 389'666 CHF 390'386 CHF 99.43% 99.43%
19.11.2024 0.19% 5.32 CHF 5.33 CHF 72'000 72'000 72'000 72'000 381'111 CHF 381'831 CHF 100.00% 100.00%
18.11.2024 0.19% 5.38 CHF 5.39 CHF 72'000 72'000 72'000 72'000 385'367 CHF 386'087 CHF 99.88% 99.88%
15.11.2024 0.19% 5.32 CHF 5.33 CHF 72'000 72'000 72'000 72'000 383'855 CHF 384'575 CHF 100.00% 100.00%
14.11.2024 0.19% 5.40 CHF 5.41 CHF 72'000 72'000 72'000 72'000 385'878 CHF 386'598 CHF 98.52% 98.52%
13.11.2024 0.19% 5.32 CHF 5.33 CHF 72'000 72'000 71'999 71'999 383'530 CHF 384'250 CHF 99.86% 99.86%
12.11.2024 0.18% 5.37 CHF 5.38 CHF 72'000 72'000 71'773 71'773 390'318 CHF 391'035 CHF 99.88% 99.88%
11.11.2024 0.18% 5.51 CHF 5.52 CHF 68'000 68'000 70'745 70'745 387'101 CHF 387'808 CHF 100.00% 100.00%
08.11.2024 0.19% 5.39 CHF 5.40 CHF 72'000 72'000 71'986 71'986 388'675 CHF 389'395 CHF 98.30% 98.30%
07.11.2024 0.18% 5.55 CHF 5.56 CHF 68'000 68'000 68'000 68'000 378'644 CHF 379'324 CHF 100.00% 100.00%

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