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 0.37% 5.36 CHF 5.38 CHF 56'000 56'000 55'114 55'114 299'112 CHF 300'215 CHF 100.00% 100.00%
19.11.2024 0.39% 5.18 CHF 5.20 CHF 57'000 57'000 56'964 56'964 293'405 CHF 294'544 CHF 100.00% 100.00%
18.11.2024 0.38% 5.22 CHF 5.24 CHF 56'000 56'000 56'881 56'881 294'918 CHF 296'056 CHF 100.00% 100.00%
15.11.2024 0.38% 5.21 CHF 5.23 CHF 57'000 57'000 56'103 56'103 294'375 CHF 295'497 CHF 100.00% 100.00%
14.11.2024 0.38% 5.29 CHF 5.31 CHF 56'000 56'000 56'000 56'000 296'880 CHF 298'000 CHF 100.00% 100.00%
13.11.2024 0.37% 5.35 CHF 5.37 CHF 56'000 56'000 55'680 55'680 298'606 CHF 299'719 CHF 100.00% 100.00%
12.11.2024 0.36% 5.36 CHF 5.38 CHF 56'000 56'000 55'081 55'081 301'915 CHF 303'017 CHF 99.85% 99.85%
11.11.2024 0.36% 5.59 CHF 5.61 CHF 54'000 54'000 54'014 54'014 302'276 CHF 303'357 CHF 99.69% 99.69%
08.11.2024 0.37% 5.47 CHF 5.49 CHF 55'000 55'000 55'025 55'025 299'289 CHF 300'390 CHF 98.83% 98.83%
07.11.2024 0.37% 5.46 CHF 5.48 CHF 55'000 55'000 55'021 55'021 300'926 CHF 302'027 CHF 100.00% 100.00%

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