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 0.49% 5.95 CHF 5.98 CHF 20'000 20'000 20'000 20'000 122'728 CHF 123'328 CHF 99.49% 99.49%
19.11.2024 0.52% 5.83 CHF 5.86 CHF 10'000 10'000 10'000 10'000 58'000 CHF 58'300 CHF 97.55% 97.55%
18.11.2024 0.47% 6.36 CHF 6.39 CHF 20'000 20'000 20'000 20'000 126'100 CHF 126'700 CHF 99.40% 99.40%
15.11.2024 0.48% 6.19 CHF 6.22 CHF 20'000 20'000 20'000 20'000 123'442 CHF 124'042 CHF 98.85% 98.85%
14.11.2024 0.51% 6.07 CHF 6.10 CHF 20'000 20'000 20'000 20'000 117'761 CHF 118'361 CHF 99.50% 99.50%
13.11.2024 0.52% 5.37 CHF 5.40 CHF 20'000 20'000 20'000 20'000 114'937 CHF 115'537 CHF 95.89% 95.89%
12.11.2024 0.49% 5.78 CHF 5.81 CHF 10'000 10'000 10'000 10'000 61'319 CHF 61'619 CHF 99.57% 99.57%
11.11.2024 0.49% 6.42 CHF 6.45 CHF 20'000 20'000 20'000 20'000 121'887 CHF 122'487 CHF 94.72% 94.72%
08.11.2024 0.53% 5.51 CHF 5.54 CHF 10'000 10'000 10'000 10'000 56'650 CHF 56'950 CHF 91.96% 91.96%
07.11.2024 0.45% 6.40 CHF 6.43 CHF 10'000 10'000 10'000 10'000 66'164 CHF 66'464 CHF 99.53% 99.53%

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