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 1.23% 15.54 CHF 15.65 CHF 10'000 5'000 10'000 2'980 160'979 CHF 48'303 CHF 99.63% 99.63%
19.11.2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
18.11.2024 1.23% 16.04 CHF 16.14 CHF 10'000 5'000 10'000 2'980 157'505 CHF 47'557 CHF 99.64% 99.64%
15.11.2024 1.22% 15.98 CHF 16.08 CHF 10'000 5'000 10'000 3'049 154'942 CHF 47'928 CHF 96.66% 96.66%
14.11.2024 1.22% 16.00 CHF 16.10 CHF 10'000 5'000 10'000 2'980 159'187 CHF 48'020 CHF 99.62% 99.62%
13.11.2024 1.22% 15.76 CHF 15.86 CHF 10'000 5'000 10'000 3'001 157'157 CHF 47'609 CHF 97.57% 97.57%
12.11.2024 1.25% 15.76 CHF 15.87 CHF 10'000 5'000 10'000 2'980 157'277 CHF 47'426 CHF 99.64% 99.64%
11.11.2024 1.23% 15.99 CHF 16.09 CHF 10'000 5'000 10'000 3'033 156'298 CHF 48'172 CHF 99.63% 99.63%
08.11.2024 1.25% 15.50 CHF 15.60 CHF 10'000 5'000 10'000 3'036 149'251 CHF 46'058 CHF 99.63% 99.63%
07.11.2024 1.25% 14.58 CHF 14.68 CHF 10'000 5'000 10'000 3'036 151'063 CHF 46'239 CHF 99.62% 99.62%

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