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 0.69% 4.87 CHF 4.91 CHF 25'000 25'000 25'000 25'000 124'287 CHF 125'147 CHF 100.00% 100.00%
19.11.2024 0.73% 4.92 CHF 4.96 CHF 25'000 25'000 25'000 25'000 122'142 CHF 123'030 CHF 100.00% 100.00%
18.11.2024 0.82% 5.01 CHF 5.04 CHF 20'000 20'000 17'778 17'778 89'836 CHF 90'537 CHF 93.88% 93.88%
15.11.2024 0.71% 5.18 CHF 5.22 CHF 25'000 25'000 25'000 25'000 128'594 CHF 129'514 CHF 100.00% 100.00%
14.11.2024 0.70% 4.88 CHF 4.92 CHF 25'000 25'000 25'000 25'000 122'930 CHF 123'789 CHF 99.22% 99.22%
13.11.2024 0.70% 4.83 CHF 4.87 CHF 25'000 25'000 24'890 24'774 120'240 CHF 120'521 CHF 99.36% 99.36%
12.11.2024 0.73% 4.85 CHF 4.88 CHF 20'000 20'000 20'000 20'000 101'733 CHF 102'483 CHF 100.00% 100.00%
11.11.2024 0.67% 5.26 CHF 5.30 CHF 20'000 20'000 20'000 20'000 105'062 CHF 105'772 CHF 99.78% 99.78%
08.11.2024 0.86% 5.08 CHF 5.12 CHF 12'500 12'500 12'500 12'500 62'929 CHF 63'475 CHF 86.95% 86.95%
07.11.2024 0.73% 4.91 CHF 4.95 CHF 25'000 25'000 24'739 24'218 120'071 CHF 118'505 CHF 98.73% 98.73%

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