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 1.62% 5.14 CHF 5.19 CHF 30'000 30'000 14'343 11'212 76'874 CHF 60'419 CHF 99.64% 99.64%
19.11.2024 1.74% 5.34 CHF 5.39 CHF 30'000 30'000 15'139 11'212 77'684 CHF 58'718 CHF 99.66% 99.66%
18.11.2024 1.77% 5.14 CHF 5.19 CHF 30'000 30'000 20'131 11'219 100'541 CHF 57'091 CHF 99.58% 99.58%
15.11.2024 1.71% 4.81 CHF 4.86 CHF 30'000 30'000 14'344 11'213 73'123 CHF 57'663 CHF 99.66% 99.66%
14.11.2024 1.55% 5.33 CHF 5.38 CHF 30'000 30'000 14'346 11'215 80'461 CHF 63'297 CHF 99.66% 99.66%
13.11.2024 1.48% 5.77 CHF 5.82 CHF 30'000 30'000 14'436 11'323 85'091 CHF 67'278 CHF 97.59% 97.59%
12.11.2024 1.51% 5.84 CHF 5.89 CHF 30'000 30'000 14'344 11'213 84'167 CHF 66'710 CHF 99.66% 99.66%
11.11.2024 1.56% 5.81 CHF 5.86 CHF 30'000 30'000 14'345 11'214 82'216 CHF 65'273 CHF 99.65% 99.65%
08.11.2024 1.53% 5.65 CHF 5.70 CHF 30'000 30'000 14'344 11'213 82'499 CHF 65'113 CHF 99.66% 99.66%
07.11.2024 1.59% 5.71 CHF 5.76 CHF 30'000 30'000 14'343 11'211 80'023 CHF 63'482 CHF 99.65% 99.65%

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