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% 5.44 CHF 5.45 CHF 20'000 20'000 20'000 20'000 109'020 CHF 109'220 CHF 99.73% 99.73%
19.11.2024 0.18% 5.47 CHF 5.48 CHF 20'000 20'000 20'000 20'000 110'687 CHF 110'887 CHF 99.81% 99.81%
18.11.2024 0.17% 5.74 CHF 5.75 CHF 20'000 20'000 20'000 20'000 115'751 CHF 115'951 CHF 100.00% 100.00%
15.11.2024 0.17% 5.87 CHF 5.88 CHF 20'000 20'000 20'000 20'000 116'506 CHF 116'706 CHF 100.00% 100.00%
14.11.2024 0.18% 5.50 CHF 5.51 CHF 20'000 20'000 20'000 20'000 111'410 CHF 111'610 CHF 100.00% 100.00%
13.11.2024 0.18% 5.66 CHF 5.67 CHF 20'000 20'000 20'000 20'000 112'443 CHF 112'643 CHF 99.29% 99.29%
12.11.2024 0.19% 5.31 CHF 5.32 CHF 20'000 20'000 20'000 20'000 104'352 CHF 104'552 CHF 100.00% 100.00%
11.11.2024 0.20% 5.01 CHF 5.02 CHF 20'000 20'000 20'000 20'000 99'519 CHF 99'719 CHF 99.66% 99.66%
08.11.2024 0.19% 5.28 CHF 5.29 CHF 20'000 20'000 20'000 20'000 104'627 CHF 104'827 CHF 100.00% 100.00%
07.11.2024 0.19% 5.26 CHF 5.27 CHF 20'000 20'000 20'000 20'000 103'300 CHF 103'500 CHF 99.70% 99.70%

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