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 3.33% 11.33 CHF 11.53 CHF 10'000 7'500 10'000 3'513 112'199 CHF 40'676 CHF 99.62% 99.62%
19.11.2024 3.70% 9.34 CHF 9.51 CHF 10'000 10'000 10'000 5'802 84'818 CHF 51'392 CHF 99.63% 99.63%
18.11.2024 3.82% 8.42 CHF 8.56 CHF 10'000 10'000 10'000 5'802 69'484 CHF 42'367 CHF 99.58% 99.58%
15.11.2024 3.85% 6.86 CHF 7.02 CHF 10'000 10'000 10'000 5'801 76'566 CHF 45'433 CHF 99.63% 99.63%
14.11.2024 3.52% 8.33 CHF 8.48 CHF 10'000 10'000 10'000 5'801 80'538 CHF 48'584 CHF 99.61% 99.61%
13.11.2024 3.55% 7.75 CHF 7.89 CHF 10'000 10'000 10'000 5'871 72'311 CHF 44'213 CHF 97.56% 97.56%
12.11.2024 3.77% 6.45 CHF 6.57 CHF 10'000 10'000 10'000 7'768 61'690 CHF 49'913 CHF 99.63% 99.63%
11.11.2024 3.80% 6.06 CHF 6.17 CHF 10'000 10'000 10'000 7'768 56'225 CHF 45'470 CHF 99.63% 99.63%
08.11.2024 3.89% 5.33 CHF 5.45 CHF 10'000 10'000 10'000 7'775 55'229 CHF 44'542 CHF 99.63% 99.63%
07.11.2024 3.94% 5.30 CHF 5.40 CHF 20'000 20'000 19'993 9'918 96'246 CHF 50'172 CHF 99.63% 99.63%

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