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 0.16% 6.17 CHF 6.18 CHF 450'000 150'000 450'000 150'000 2'772'050 CHF 925'516 CHF 99.43% 99.43%
19.11.2024 0.17% 5.94 CHF 5.95 CHF 450'000 150'000 450'000 150'000 2'636'720 CHF 880'407 CHF 99.41% 99.41%
18.11.2024 0.18% 5.85 CHF 5.86 CHF 450'000 150'000 450'000 150'000 2'557'070 CHF 853'856 CHF 97.63% 97.63%
15.11.2024 0.17% 5.67 CHF 5.68 CHF 450'000 150'000 450'000 150'000 2'596'910 CHF 867'136 CHF 99.42% 99.42%
14.11.2024 0.17% 5.83 CHF 5.84 CHF 450'000 150'000 450'000 150'000 2'617'500 CHF 874'000 CHF 99.43% 99.43%
13.11.2024 0.18% 5.74 CHF 5.75 CHF 450'000 150'000 450'000 150'000 2'554'540 CHF 853'013 CHF 96.99% 96.99%
12.11.2024 0.18% 5.56 CHF 5.57 CHF 450'000 150'000 450'000 150'000 2'484'650 CHF 829'716 CHF 96.85% 96.85%
11.11.2024 0.18% 5.49 CHF 5.50 CHF 450'000 150'000 450'000 150'000 2'440'380 CHF 814'958 CHF 99.44% 99.44%
08.11.2024 0.19% 5.34 CHF 5.35 CHF 450'000 150'000 450'000 150'000 2'416'940 CHF 807'148 CHF 99.24% 99.24%
07.11.2024 0.19% 5.32 CHF 5.33 CHF 450'000 150'000 450'000 150'000 2'365'720 CHF 790'074 CHF 98.69% 98.69%

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