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% 5.30 CHF 5.32 CHF 56'000 56'000 55'113 55'113 295'804 CHF 296'906 CHF 100.00% 100.00%
19.11.2024 0.39% 5.12 CHF 5.14 CHF 57'000 57'000 56'964 56'964 289'834 CHF 290'973 CHF 100.00% 100.00%
18.11.2024 0.39% 5.16 CHF 5.18 CHF 56'000 56'000 56'881 56'881 291'373 CHF 292'510 CHF 100.00% 100.00%
15.11.2024 0.38% 5.14 CHF 5.16 CHF 57'000 57'000 56'103 56'103 290'911 CHF 292'033 CHF 100.00% 100.00%
14.11.2024 0.38% 5.23 CHF 5.25 CHF 56'000 56'000 56'000 56'000 293'400 CHF 294'520 CHF 100.00% 100.00%
13.11.2024 0.38% 5.28 CHF 5.30 CHF 56'000 56'000 55'680 55'680 295'227 CHF 296'340 CHF 100.00% 100.00%
12.11.2024 0.37% 5.30 CHF 5.32 CHF 56'000 56'000 55'081 55'081 298'643 CHF 299'744 CHF 99.86% 99.86%
11.11.2024 0.36% 5.54 CHF 5.56 CHF 54'000 54'000 54'014 54'014 299'120 CHF 300'201 CHF 99.66% 99.66%
08.11.2024 0.37% 5.41 CHF 5.43 CHF 55'000 55'000 55'025 55'025 295'998 CHF 297'099 CHF 98.75% 98.75%
07.11.2024 0.37% 5.40 CHF 5.42 CHF 55'000 55'000 55'021 55'021 297'682 CHF 298'782 CHF 100.00% 100.00%

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