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 0.74% 10.30 CHF 10.35 CHF 11'600 11'600 5'152 5'152 59'711 CHF 60'078 CHF 94.13% 94.13%
19.11.2024 0.79% 10.84 CHF 10.89 CHF 11'400 11'400 5'085 5'085 55'312 CHF 55'664 CHF 95.98% 95.98%
18.11.2024 0.78% 10.16 CHF 10.20 CHF 13'700 13'700 6'212 6'212 55'194 CHF 55'550 CHF 94.89% 94.89%
15.11.2024 0.70% 7.68 CHF 7.71 CHF 18'700 18'700 8'496 8'496 60'494 CHF 60'845 CHF 99.41% 99.41%
14.11.2024 0.69% 6.63 CHF 6.66 CHF 18'000 18'000 7'885 7'885 60'410 CHF 60'770 CHF 95.32% 95.32%
13.11.2024 1.49% 12.70 CHF 12.74 CHF 10'200 10'200 4'641 4'641 57'366 CHF 57'949 CHF 95.48% 95.48%
12.11.2024 1.21% 10.73 CHF 10.77 CHF 10'100 10'100 4'768 4'768 61'898 CHF 62'450 CHF 79.33% 79.33%
11.11.2024 0.55% 13.37 CHF 13.40 CHF 14'500 14'500 6'825 6'825 85'192 CHF 85'551 CHF 91.60% 91.60%
08.11.2024 0.73% 7.46 CHF 7.48 CHF 20'000 20'000 9'267 9'267 63'895 CHF 64'236 CHF 99.05% 99.05%
07.11.2024 0.88% 6.20 CHF 6.22 CHF 21'200 21'200 9'906 9'906 54'997 CHF 55'356 CHF 98.83% 98.83%

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