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 0.20% 10.55 CHF 10.57 CHF 52'800 52'800 53'519 53'519 530'758 CHF 531'828 CHF 99.44% 99.44%
19.11.2024 0.21% 9.20 CHF 9.22 CHF 54'000 54'000 52'495 52'495 500'593 CHF 501'643 CHF 100.00% 100.00%
18.11.2024 0.20% 9.58 CHF 9.60 CHF 51'500 51'500 53'235 53'235 525'339 CHF 526'404 CHF 98.77% 98.77%
15.11.2024 0.21% 10.09 CHF 10.11 CHF 54'400 54'400 52'085 52'085 508'186 CHF 509'227 CHF 98.67% 98.67%
14.11.2024 0.20% 9.63 CHF 9.65 CHF 50'600 50'600 56'183 56'183 576'968 CHF 578'092 CHF 100.00% 100.00%
13.11.2024 0.22% 9.61 CHF 9.63 CHF 59'900 59'900 59'120 59'120 526'928 CHF 528'110 CHF 100.00% 100.00%
12.11.2024 0.23% 8.93 CHF 8.95 CHF 58'600 58'600 60'944 60'944 537'336 CHF 538'555 CHF 99.80% 99.80%
11.11.2024 0.25% 8.31 CHF 8.33 CHF 62'500 62'500 71'391 71'391 580'763 CHF 582'191 CHF 99.73% 99.73%
08.11.2024 0.30% 7.20 CHF 7.22 CHF 77'200 77'200 77'499 77'499 521'845 CHF 523'395 CHF 99.15% 99.15%
07.11.2024 0.30% 6.38 CHF 6.40 CHF 77'800 77'800 70'526 70'526 469'270 CHF 470'680 CHF 99.96% 99.96%

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