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% 5.50 CHF 5.51 CHF 200'000 200'000 200'000 200'000 1'124'900 CHF 1'126'900 CHF 96.54% 96.54%
19.11.2024 0.18% 5.49 CHF 5.50 CHF 200'000 200'000 200'000 200'000 1'098'960 CHF 1'100'960 CHF 99.39% 99.39%
18.11.2024 0.18% 5.72 CHF 5.73 CHF 200'000 200'000 200'000 200'000 1'133'930 CHF 1'135'930 CHF 98.57% 98.57%
15.11.2024 0.17% 5.68 CHF 5.69 CHF 200'000 200'000 200'000 200'000 1'157'180 CHF 1'159'180 CHF 99.65% 99.65%
14.11.2024 0.17% 6.05 CHF 6.06 CHF 200'000 200'000 200'000 200'000 1'183'500 CHF 1'185'500 CHF 99.49% 99.49%
13.11.2024 0.18% 5.84 CHF 5.85 CHF 200'000 200'000 200'000 200'000 1'162'200 CHF 1'164'340 CHF 99.08% 99.08%
12.11.2024 0.17% 5.86 CHF 5.87 CHF 200'000 200'000 200'000 200'000 1'209'470 CHF 1'211'470 CHF 99.18% 99.18%
11.11.2024 0.16% 6.30 CHF 6.31 CHF 200'000 200'000 200'000 200'000 1'263'410 CHF 1'265'410 CHF 99.34% 99.34%
08.11.2024 0.16% 6.08 CHF 6.09 CHF 200'000 200'000 200'000 200'000 1'226'140 CHF 1'228'140 CHF 96.27% 96.27%
07.11.2024 0.17% 6.34 CHF 6.35 CHF 200'000 200'000 200'000 200'000 1'275'440 CHF 1'277'570 CHF 99.13% 99.13%

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