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 0.20% 4.85 CHF 4.86 CHF 50'000 50'000 50'000 50'000 246'334 CHF 246'834 CHF 99.37% 99.37%
19.11.2024 0.21% 4.86 CHF 4.87 CHF 50'000 50'000 50'000 50'000 237'612 CHF 238'112 CHF 99.25% 99.25%
18.11.2024 0.20% 4.93 CHF 4.94 CHF 50'000 50'000 50'000 50'000 253'408 CHF 253'908 CHF 99.30% 99.30%
15.11.2024 0.20% 5.15 CHF 5.16 CHF 50'000 50'000 50'000 50'000 253'780 CHF 254'280 CHF 99.38% 99.38%
14.11.2024 0.20% 5.02 CHF 5.03 CHF 50'000 50'000 50'000 50'000 248'641 CHF 249'141 CHF 99.36% 99.36%
13.11.2024 0.21% 4.93 CHF 4.94 CHF 50'000 50'000 50'000 50'000 238'025 CHF 238'525 CHF 99.39% 99.39%
12.11.2024 0.25% 3.66 CHF 3.67 CHF 50'000 50'000 50'000 50'000 197'330 CHF 197'830 CHF 99.08% 99.08%
11.11.2024 0.25% 3.98 CHF 3.99 CHF 50'000 50'000 50'000 50'000 197'309 CHF 197'809 CHF 99.30% 99.30%
08.11.2024 0.27% 3.73 CHF 3.74 CHF 50'000 50'000 50'000 50'000 181'770 CHF 182'270 CHF 99.38% 99.38%
07.11.2024 0.28% 3.61 CHF 3.62 CHF 50'000 50'000 50'000 50'000 175'853 CHF 176'353 CHF 99.25% 99.25%

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