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% 5.96 CHF 5.97 CHF 450'000 150'000 450'000 150'000 2'653'960 CHF 886'152 CHF 99.41% 99.41%
20.11.2024 0.18% 5.68 CHF 5.69 CHF 450'000 150'000 450'000 150'000 2'551'670 CHF 852'057 CHF 99.43% 99.43%
19.11.2024 0.19% 5.45 CHF 5.46 CHF 450'000 150'000 450'000 150'000 2'416'990 CHF 807'162 CHF 99.42% 99.42%
18.11.2024 0.19% 5.36 CHF 5.37 CHF 450'000 150'000 450'000 150'000 2'336'390 CHF 780'297 CHF 97.68% 97.68%
15.11.2024 0.19% 5.18 CHF 5.19 CHF 450'000 150'000 450'000 150'000 2'375'900 CHF 793'468 CHF 99.44% 99.44%
14.11.2024 0.19% 5.34 CHF 5.35 CHF 450'000 150'000 450'000 150'000 2'396'160 CHF 800'220 CHF 99.42% 99.42%
13.11.2024 0.19% 5.26 CHF 5.27 CHF 450'000 150'000 450'000 150'000 2'335'120 CHF 779'873 CHF 97.09% 97.09%
12.11.2024 0.20% 5.07 CHF 5.08 CHF 450'000 150'000 450'000 150'000 2'265'590 CHF 756'695 CHF 96.96% 96.96%
11.11.2024 0.20% 5.00 CHF 5.01 CHF 450'000 150'000 450'000 150'000 2'221'530 CHF 742'011 CHF 99.44% 99.44%
08.11.2024 0.20% 4.86 CHF 4.87 CHF 450'000 150'000 450'000 150'000 2'200'220 CHF 734'907 CHF 99.24% 99.24%

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