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
22.11.2024 0.16% 6.15 CHF 6.16 CHF 450'000 150'000 450'000 150'000 2'737'640 CHF 914'048 CHF 99.42% 99.42%
20.11.2024 0.17% 5.86 CHF 5.87 CHF 450'000 150'000 450'000 150'000 2'634'900 CHF 879'801 CHF 99.43% 99.43%
19.11.2024 0.18% 5.64 CHF 5.65 CHF 450'000 150'000 450'000 150'000 2'499'940 CHF 834'813 CHF 99.41% 99.41%
18.11.2024 0.19% 5.55 CHF 5.56 CHF 450'000 150'000 450'000 150'000 2'419'330 CHF 807'944 CHF 97.60% 97.60%
15.11.2024 0.18% 5.37 CHF 5.38 CHF 450'000 150'000 450'000 150'000 2'458'830 CHF 821'110 CHF 99.43% 99.43%
14.11.2024 0.18% 5.53 CHF 5.54 CHF 450'000 150'000 450'000 150'000 2'479'490 CHF 827'996 CHF 99.42% 99.42%
13.11.2024 0.19% 5.44 CHF 5.45 CHF 450'000 150'000 450'000 150'000 2'417'270 CHF 807'258 CHF 97.10% 97.10%
12.11.2024 0.19% 5.25 CHF 5.26 CHF 450'000 150'000 450'000 150'000 2'348'170 CHF 784'223 CHF 96.89% 96.89%
11.11.2024 0.20% 5.18 CHF 5.19 CHF 450'000 150'000 450'000 150'000 2'303'920 CHF 769'474 CHF 99.44% 99.44%
08.11.2024 0.20% 5.04 CHF 5.05 CHF 450'000 150'000 450'000 150'000 2'281'780 CHF 762'092 CHF 99.24% 99.24%

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