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 0.54% 6.06 CHF 6.09 CHF 10'000 10'000 10'000 10'000 62'946 CHF 63'288 CHF 99.47% 99.53%
19.11.2024 0.61% 5.96 CHF 6.00 CHF 10'000 10'000 10'000 10'000 60'338 CHF 60'708 CHF 99.49% 99.49%
18.11.2024 0.57% 6.60 CHF 6.64 CHF 10'000 10'000 10'000 10'000 64'780 CHF 65'151 CHF 99.58% 99.58%
15.11.2024 0.54% 6.50 CHF 6.53 CHF 10'000 10'000 10'000 10'000 64'535 CHF 64'883 CHF 98.88% 98.88%
14.11.2024 0.52% 6.36 CHF 6.39 CHF 10'000 10'000 10'000 10'000 61'626 CHF 61'948 CHF 99.56% 99.56%
13.11.2024 0.48% 6.04 CHF 6.07 CHF 10'000 10'000 10'000 10'000 63'286 CHF 63'592 CHF 99.59% 99.59%
12.11.2024 0.58% 5.84 CHF 5.88 CHF 9'000 9'000 9'000 9'000 57'516 CHF 57'850 CHF 99.53% 99.53%
11.11.2024 0.48% 7.13 CHF 7.16 CHF 10'000 10'000 10'000 10'000 72'290 CHF 72'638 CHF 99.58% 99.58%
08.11.2024 0.54% 6.72 CHF 6.75 CHF 9'000 9'000 9'000 9'000 61'857 CHF 62'192 CHF 99.50% 99.50%
07.11.2024 0.51% 7.29 CHF 7.33 CHF 9'000 9'000 9'000 9'000 65'870 CHF 66'209 CHF 99.52% 99.52%

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