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 0.17% 5.75 CHF 5.76 CHF 42'000 42'000 41'326 41'326 239'338 CHF 239'751 CHF 99.43% 99.43%
19.11.2024 0.18% 5.70 CHF 5.71 CHF 42'000 42'000 42'165 42'165 238'862 CHF 239'283 CHF 97.93% 97.93%
18.11.2024 0.17% 5.94 CHF 5.95 CHF 41'000 41'000 40'509 40'509 241'817 CHF 242'222 CHF 99.90% 99.90%
15.11.2024 0.16% 6.00 CHF 6.01 CHF 40'000 40'000 39'055 39'055 238'830 CHF 239'221 CHF 100.00% 100.00%
14.11.2024 0.16% 6.23 CHF 6.24 CHF 39'000 39'000 39'050 39'050 238'012 CHF 238'403 CHF 98.62% 98.62%
13.11.2024 0.17% 5.97 CHF 5.98 CHF 40'000 40'000 39'825 39'825 239'007 CHF 239'405 CHF 100.00% 100.00%
12.11.2024 0.17% 5.91 CHF 5.92 CHF 40'000 40'000 39'776 39'776 239'083 CHF 239'481 CHF 99.88% 99.88%
11.11.2024 0.17% 6.02 CHF 6.03 CHF 40'000 40'000 39'962 39'962 238'884 CHF 239'284 CHF 100.00% 100.00%
08.11.2024 0.17% 5.89 CHF 5.90 CHF 40'000 40'000 40'270 40'270 236'982 CHF 237'385 CHF 98.60% 98.60%
07.11.2024 0.17% 5.93 CHF 5.94 CHF 40'000 40'000 39'756 39'756 238'844 CHF 239'242 CHF 100.00% 100.00%

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