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% 6.11 CHF 6.12 CHF 450'000 150'000 450'000 150'000 2'748'800 CHF 917'766 CHF 99.44% 99.44%
19.11.2024 0.17% 5.89 CHF 5.90 CHF 450'000 150'000 450'000 150'000 2'613'510 CHF 872'668 CHF 99.42% 99.42%
18.11.2024 0.18% 5.80 CHF 5.81 CHF 450'000 150'000 450'000 150'000 2'533'680 CHF 846'060 CHF 97.68% 97.68%
15.11.2024 0.17% 5.62 CHF 5.63 CHF 450'000 150'000 450'000 150'000 2'573'290 CHF 859'262 CHF 99.44% 99.44%
14.11.2024 0.17% 5.78 CHF 5.79 CHF 450'000 150'000 450'000 150'000 2'593'830 CHF 866'109 CHF 99.42% 99.42%
13.11.2024 0.18% 5.69 CHF 5.70 CHF 450'000 150'000 450'000 150'000 2'530'920 CHF 845'139 CHF 97.04% 97.04%
12.11.2024 0.18% 5.50 CHF 5.51 CHF 450'000 150'000 450'000 150'000 2'461'490 CHF 821'995 CHF 96.87% 96.87%
11.11.2024 0.19% 5.44 CHF 5.45 CHF 450'000 150'000 450'000 150'000 2'417'050 CHF 807'183 CHF 99.44% 99.44%
08.11.2024 0.19% 5.29 CHF 5.30 CHF 450'000 150'000 450'000 150'000 2'393'910 CHF 799'470 CHF 99.25% 99.25%
07.11.2024 0.19% 5.27 CHF 5.28 CHF 450'000 150'000 450'000 150'000 2'342'730 CHF 782'409 CHF 98.69% 98.69%

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