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 0.50% 6.27 CHF 6.28 CHF 29'000 29'000 13'415 13'415 83'903 CHF 84'221 CHF 99.34% 99.34%
19.11.2024 0.50% 6.24 CHF 6.25 CHF 29'000 29'000 13'398 13'398 83'542 CHF 83'860 CHF 99.92% 99.92%
18.11.2024 0.48% 6.38 CHF 6.39 CHF 29'000 29'000 13'404 13'404 86'082 CHF 86'400 CHF 99.80% 99.80%
15.11.2024 0.49% 6.46 CHF 6.47 CHF 29'000 29'000 13'406 13'406 85'352 CHF 85'672 CHF 99.72% 99.72%
14.11.2024 0.48% 6.50 CHF 6.51 CHF 29'000 29'000 12'960 12'960 84'799 CHF 85'100 CHF 98.35% 98.35%
13.11.2024 0.48% 6.59 CHF 6.60 CHF 28'000 28'000 13'337 13'337 86'464 CHF 86'782 CHF 100.00% 100.00%
12.11.2024 0.47% 6.46 CHF 6.47 CHF 29'000 29'000 13'137 13'137 85'889 CHF 86'195 CHF 99.88% 99.88%
11.11.2024 0.49% 6.56 CHF 6.57 CHF 29'000 29'000 13'145 13'145 85'810 CHF 86'124 CHF 99.90% 99.90%
08.11.2024 0.50% 6.39 CHF 6.40 CHF 29'000 29'000 13'577 13'577 84'702 CHF 85'022 CHF 98.52% 98.52%
07.11.2024 0.48% 6.24 CHF 6.25 CHF 30'000 30'000 13'458 13'458 85'771 CHF 86'090 CHF 100.00% 100.00%

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