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 0.36% 5.42 CHF 5.44 CHF 56'000 56'000 55'114 55'114 302'046 CHF 303'148 CHF 100.00% 100.00%
19.11.2024 0.38% 5.23 CHF 5.25 CHF 57'000 57'000 56'964 56'964 296'280 CHF 297'419 CHF 100.00% 100.00%
18.11.2024 0.38% 5.27 CHF 5.29 CHF 56'000 56'000 56'881 56'881 297'809 CHF 298'946 CHF 100.00% 100.00%
15.11.2024 0.38% 5.26 CHF 5.28 CHF 57'000 57'000 56'103 56'103 297'260 CHF 298'382 CHF 100.00% 100.00%
14.11.2024 0.37% 5.34 CHF 5.36 CHF 56'000 56'000 56'000 56'000 299'730 CHF 300'850 CHF 100.00% 100.00%
13.11.2024 0.37% 5.40 CHF 5.42 CHF 56'000 56'000 55'680 55'680 301'518 CHF 302'632 CHF 100.00% 100.00%
12.11.2024 0.36% 5.41 CHF 5.43 CHF 56'000 56'000 55'081 55'081 304'863 CHF 305'965 CHF 99.85% 99.85%
11.11.2024 0.35% 5.65 CHF 5.67 CHF 54'000 54'000 54'014 54'014 305'232 CHF 306'313 CHF 99.64% 99.64%
08.11.2024 0.36% 5.53 CHF 5.55 CHF 55'000 55'000 55'025 55'025 302'228 CHF 303'329 CHF 98.68% 98.68%
07.11.2024 0.36% 5.51 CHF 5.53 CHF 55'000 55'000 55'021 55'021 303'840 CHF 304'940 CHF 100.00% 100.00%

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