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 0.39% 4.98 CHF 5.00 CHF 500'000 100'000 500'000 100'000 2'532'480 CHF 508'497 CHF 99.27% 99.27%
19.11.2024 0.41% 4.95 CHF 4.97 CHF 500'000 100'000 500'000 100'000 2'454'150 CHF 492'830 CHF 99.27% 99.27%
18.11.2024 0.40% 5.02 CHF 5.04 CHF 500'000 100'000 500'000 100'000 2'493'300 CHF 500'660 CHF 99.27% 99.27%
15.11.2024 0.40% 4.95 CHF 4.97 CHF 500'000 100'000 500'000 100'000 2'478'690 CHF 497'738 CHF 99.27% 99.27%
14.11.2024 0.40% 5.05 CHF 5.07 CHF 500'000 100'000 500'000 100'000 2'498'020 CHF 501'603 CHF 99.27% 99.27%
13.11.2024 0.40% 4.95 CHF 4.97 CHF 500'000 100'000 500'000 100'000 2'476'770 CHF 497'354 CHF 99.27% 99.27%
12.11.2024 0.39% 5.01 CHF 5.03 CHF 500'000 100'000 500'000 100'000 2'550'860 CHF 512'172 CHF 99.25% 99.25%
11.11.2024 0.39% 5.20 CHF 5.22 CHF 500'000 100'000 500'000 100'000 2'573'430 CHF 516'686 CHF 99.27% 99.27%
08.11.2024 0.40% 5.03 CHF 5.05 CHF 500'000 100'000 500'000 100'000 2'523'980 CHF 506'796 CHF 99.25% 99.25%
07.11.2024 0.38% 5.24 CHF 5.26 CHF 500'000 100'000 500'000 100'000 2'622'420 CHF 526'484 CHF 1.12% 1.12%

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