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 2.44% 5.26 CHF 5.34 CHF 10'000 7'500 10'000 5'269 56'596 CHF 30'344 CHF 99.61% 99.61%
19.11.2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
18.11.2024 2.46% 5.62 CHF 5.69 CHF 10'000 7'500 10'000 5'268 54'180 CHF 29'259 CHF 99.63% 99.63%
15.11.2024 2.44% 5.57 CHF 5.64 CHF 10'000 7'500 10'000 5'354 52'439 CHF 28'850 CHF 96.64% 96.64%
14.11.2024 2.41% 5.60 CHF 5.67 CHF 10'000 7'500 10'000 5'269 55'337 CHF 29'876 CHF 99.59% 99.59%
13.11.2024 2.44% 5.45 CHF 5.53 CHF 10'000 7'500 10'000 5'327 54'335 CHF 29'551 CHF 97.55% 97.55%
12.11.2024 2.51% 5.47 CHF 5.55 CHF 10'000 7'500 10'000 5'268 54'506 CHF 29'407 CHF 99.63% 99.63%
11.11.2024 2.39% 5.65 CHF 5.72 CHF 10'000 7'500 10'000 5'269 54'062 CHF 29'323 CHF 99.61% 99.61%
08.11.2024 2.48% 5.35 CHF 5.42 CHF 10'000 10'000 18'011 5'811 89'156 CHF 29'908 CHF 99.63% 99.63%
07.11.2024 2.49% 4.75 CHF 4.82 CHF 20'000 7'500 11'752 5'274 59'484 CHF 27'383 CHF 99.60% 99.60%

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