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 0.17% 5.91 CHF 5.92 CHF 43'000 43'000 42'888 42'888 252'513 CHF 252'942 CHF 99.57% 99.57%
20.11.2024 0.16% 6.07 CHF 6.08 CHF 42'000 42'000 41'326 41'326 252'538 CHF 252'951 CHF 99.43% 99.43%
19.11.2024 0.17% 6.02 CHF 6.03 CHF 42'000 42'000 42'166 42'166 252'313 CHF 252'735 CHF 97.93% 97.93%
18.11.2024 0.16% 6.26 CHF 6.27 CHF 41'000 41'000 40'510 40'510 254'785 CHF 255'190 CHF 99.89% 99.89%
15.11.2024 0.16% 6.32 CHF 6.33 CHF 40'000 40'000 39'055 39'055 251'276 CHF 251'667 CHF 100.00% 100.00%
14.11.2024 0.16% 6.54 CHF 6.55 CHF 39'000 39'000 39'050 39'050 250'442 CHF 250'832 CHF 98.62% 98.62%
13.11.2024 0.16% 6.29 CHF 6.30 CHF 40'000 40'000 39'825 39'825 251'689 CHF 252'087 CHF 100.00% 100.00%
12.11.2024 0.16% 6.23 CHF 6.24 CHF 40'000 40'000 39'776 39'776 251'820 CHF 252'217 CHF 99.88% 99.88%
11.11.2024 0.16% 6.34 CHF 6.35 CHF 40'000 40'000 39'962 39'962 251'697 CHF 252'096 CHF 100.00% 100.00%
08.11.2024 0.16% 6.21 CHF 6.22 CHF 40'000 40'000 40'270 40'270 249'844 CHF 250'247 CHF 98.60% 98.60%

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