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 0.32% 6.18 CHF 6.20 CHF 56'000 56'000 55'114 55'114 344'375 CHF 345'477 CHF 100.00% 100.00%
19.11.2024 0.33% 6.00 CHF 6.02 CHF 57'000 57'000 56'964 56'964 340'115 CHF 341'254 CHF 100.00% 100.00%
18.11.2024 0.33% 6.04 CHF 6.06 CHF 56'000 56'000 56'881 56'881 341'616 CHF 342'753 CHF 100.00% 100.00%
15.11.2024 0.33% 6.03 CHF 6.05 CHF 57'000 57'000 56'103 56'103 340'380 CHF 341'502 CHF 100.00% 100.00%
14.11.2024 0.33% 6.11 CHF 6.13 CHF 56'000 56'000 56'000 56'000 342'743 CHF 343'863 CHF 100.00% 100.00%
13.11.2024 0.32% 6.17 CHF 6.19 CHF 56'000 56'000 55'681 55'681 344'266 CHF 345'380 CHF 100.00% 100.00%
12.11.2024 0.32% 6.18 CHF 6.20 CHF 56'000 56'000 55'081 55'081 347'020 CHF 348'122 CHF 99.85% 99.85%
11.11.2024 0.31% 6.41 CHF 6.43 CHF 54'000 54'000 54'015 54'015 346'570 CHF 347'650 CHF 99.68% 99.68%
08.11.2024 0.32% 6.29 CHF 6.31 CHF 55'000 55'000 55'025 55'025 344'367 CHF 345'468 CHF 98.78% 98.78%
07.11.2024 0.32% 6.28 CHF 6.30 CHF 55'000 55'000 55'021 55'021 346'046 CHF 347'146 CHF 100.00% 100.00%

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