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 0.21% 4.78 CHF 4.79 CHF 42'000 42'000 41'326 41'326 199'109 CHF 199'523 CHF 99.42% 99.42%
19.11.2024 0.21% 4.73 CHF 4.74 CHF 42'000 42'000 42'167 42'167 197'857 CHF 198'279 CHF 97.93% 97.93%
18.11.2024 0.20% 4.96 CHF 4.97 CHF 41'000 41'000 40'509 40'509 202'321 CHF 202'726 CHF 99.88% 99.88%
15.11.2024 0.19% 5.03 CHF 5.04 CHF 40'000 40'000 39'055 39'055 200'542 CHF 200'933 CHF 100.00% 100.00%
14.11.2024 0.20% 5.24 CHF 5.25 CHF 39'000 39'000 39'050 39'050 199'788 CHF 200'179 CHF 98.60% 98.60%
13.11.2024 0.20% 5.00 CHF 5.01 CHF 40'000 40'000 39'825 39'825 200'098 CHF 200'496 CHF 100.00% 100.00%
12.11.2024 0.20% 4.93 CHF 4.94 CHF 40'000 40'000 39'776 39'776 200'248 CHF 200'646 CHF 99.88% 99.88%
11.11.2024 0.20% 5.04 CHF 5.05 CHF 40'000 40'000 39'962 39'962 199'820 CHF 200'220 CHF 100.00% 100.00%
08.11.2024 0.20% 4.92 CHF 4.93 CHF 40'000 40'000 40'270 40'270 197'570 CHF 197'973 CHF 98.60% 98.60%
07.11.2024 0.20% 4.95 CHF 4.96 CHF 40'000 40'000 39'756 39'756 199'767 CHF 200'164 CHF 100.00% 100.00%

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