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 0.71% 4.67 CHF 4.69 CHF 60'000 60'000 27'773 27'773 130'857 CHF 131'669 CHF 99.67% 99.67%
19.11.2024 0.76% 4.62 CHF 4.64 CHF 60'000 60'000 28'226 28'226 125'550 CHF 126'371 CHF 99.76% 99.76%
18.11.2024 0.77% 4.48 CHF 4.50 CHF 60'000 60'000 27'100 27'100 117'788 CHF 118'570 CHF 99.70% 99.70%
15.11.2024 0.68% 4.46 CHF 4.48 CHF 60'000 60'000 28'069 28'069 132'997 CHF 133'815 CHF 98.90% 98.90%
14.11.2024 0.66% 5.13 CHF 5.15 CHF 50'000 50'000 23'333 23'333 119'557 CHF 120'218 CHF 99.93% 99.93%
13.11.2024 0.64% 5.03 CHF 5.05 CHF 60'000 60'000 21'749 21'749 113'197 CHF 113'785 CHF 99.57% 99.57%
12.11.2024 0.74% 5.38 CHF 5.40 CHF 50'000 50'000 19'517 19'517 106'649 CHF 107'167 CHF 95.54% 99.28%
11.11.2024 0.57% 5.60 CHF 5.62 CHF 50'000 50'000 20'165 20'165 116'161 CHF 116'708 CHF 99.35% 99.35%
08.11.2024 0.55% 5.83 CHF 5.85 CHF 50'000 50'000 20'037 20'037 120'182 CHF 120'729 CHF 99.39% 99.39%
07.11.2024 1.18% 6.33 CHF 6.35 CHF 50'000 50'000 17'608 17'608 101'601 CHF 102'335 CHF 96.15% 96.15%

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