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 0.91% 5.36 CHF 5.37 CHF 5'510 5'510 3'652 3'652 20'115 CHF 20'280 CHF 100.00% 100.00%
19.11.2024 0.93% 5.42 CHF 5.43 CHF 5'510 5'510 3'680 3'680 20'025 CHF 20'191 CHF 98.93% 98.93%
18.11.2024 0.95% 5.60 CHF 5.61 CHF 5'430 5'430 3'692 3'692 19'920 CHF 20'087 CHF 99.95% 99.95%
15.11.2024 0.95% 5.22 CHF 5.23 CHF 5'600 5'600 3'675 3'675 19'740 CHF 19'909 CHF 71.84% 71.84%
14.11.2024 0.89% 5.57 CHF 5.58 CHF 5'460 5'460 3'613 3'613 20'475 CHF 20'638 CHF 100.00% 100.00%
13.11.2024 0.86% 5.76 CHF 5.77 CHF 5'360 5'360 3'571 3'571 20'925 CHF 21'087 CHF 99.92% 99.92%
12.11.2024 0.83% 5.95 CHF 5.96 CHF 5'300 5'300 3'504 3'504 21'379 CHF 21'537 CHF 100.00% 100.00%
11.11.2024 0.81% 6.20 CHF 6.21 CHF 5'210 5'210 3'483 3'483 21'654 CHF 21'812 CHF 100.00% 100.00%
08.11.2024 0.80% 6.37 CHF 6.38 CHF 5'170 5'170 3'465 3'465 22'072 CHF 22'229 CHF 100.00% 100.00%
07.11.2024 0.83% 6.26 CHF 6.27 CHF 5'240 5'240 3'533 3'533 21'742 CHF 21'902 CHF 99.98% 99.98%

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