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% 10.07 CHF 10.14 CHF 10'000 10'000 10'000 10'000 102'301 CHF 103'011 CHF 100.00% 100.00%
19.11.2024 0.74% 9.80 CHF 9.87 CHF 10'000 10'000 10'000 10'000 99'640 CHF 100'383 CHF 93.14% 93.14%
18.11.2024 0.72% 9.65 CHF 9.71 CHF 20'000 20'000 20'000 20'000 186'292 CHF 187'634 CHF 100.00% 100.00%
15.11.2024 0.75% 8.67 CHF 8.73 CHF 20'000 20'000 20'000 20'000 170'832 CHF 172'118 CHF 100.00% 100.00%
14.11.2024 0.77% 8.43 CHF 8.49 CHF 20'000 20'000 20'000 20'000 159'795 CHF 161'032 CHF 99.57% 99.57%
13.11.2024 0.75% 8.34 CHF 8.40 CHF 20'000 20'000 19'777 19'747 163'854 CHF 164'832 CHF 99.31% 99.31%
12.11.2024 0.79% 8.06 CHF 8.13 CHF 10'000 10'000 10'000 10'000 84'918 CHF 85'589 CHF 100.00% 100.00%
11.11.2024 0.70% 8.98 CHF 9.04 CHF 20'000 20'000 16'502 16'502 150'998 CHF 152'010 CHF 100.00% 100.00%
08.11.2024 0.80% 7.69 CHF 7.76 CHF 20'000 20'000 20'000 20'000 153'972 CHF 155'202 CHF 100.00% 100.00%
07.11.2024 0.67% 8.12 CHF 8.16 CHF 20'000 20'000 14'966 14'966 122'263 CHF 123'027 CHF 88.62% 88.62%

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