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 0.49% 5.37 CHF 5.38 CHF 8'890 8'890 6'030 6'030 33'286 CHF 33'434 CHF 100.00% 100.00%
19.11.2024 0.48% 5.59 CHF 5.60 CHF 9'100 9'100 6'105 6'105 34'490 CHF 34'640 CHF 98.89% 98.89%
18.11.2024 0.44% 5.98 CHF 5.99 CHF 9'300 9'300 6'234 6'234 37'989 CHF 38'143 CHF 99.15% 99.15%
15.11.2024 0.44% 6.33 CHF 6.34 CHF 9'480 9'480 6'272 6'272 39'152 CHF 39'310 CHF 71.75% 71.75%
14.11.2024 0.42% 6.18 CHF 6.19 CHF 9'410 9'410 6'393 6'393 41'192 CHF 41'350 CHF 100.00% 100.00%
13.11.2024 0.45% 6.24 CHF 6.25 CHF 9'470 9'470 6'257 6'257 37'763 CHF 37'917 CHF 99.18% 99.18%
12.11.2024 0.45% 6.01 CHF 6.02 CHF 9'360 9'360 6'274 6'274 37'759 CHF 37'913 CHF 99.80% 99.80%
11.11.2024 0.52% 5.72 CHF 5.73 CHF 9'230 9'230 6'032 6'032 32'148 CHF 32'295 CHF 99.95% 99.95%
08.11.2024 0.55% 4.94 CHF 4.95 CHF 8'870 8'870 5'972 5'972 29'638 CHF 29'785 CHF 99.91% 99.91%
07.11.2024 0.56% 4.79 CHF 4.80 CHF 8'850 8'850 5'888 5'888 28'895 CHF 29'041 CHF 97.75% 97.75%

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