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 2.47% 8.01 CHF 8.21 CHF 10'000 5'000 10'000 5'000 77'383 CHF 39'657 CHF 99.37% 99.37%
19.11.2024 2.27% 7.54 CHF 7.72 CHF 10'000 7'500 10'000 7'500 78'343 CHF 60'107 CHF 83.38% 83.38%
18.11.2024 2.47% 7.09 CHF 7.27 CHF 10'000 7'500 10'000 7'500 70'748 CHF 54'386 CHF 100.00% 100.00%
15.11.2024 2.62% 7.00 CHF 7.19 CHF 10'000 5'000 10'000 5'000 68'717 CHF 35'272 CHF 99.99% 99.99%
14.11.2024 2.52% 7.20 CHF 7.39 CHF 10'000 5'000 10'000 5'000 74'597 CHF 38'249 CHF 99.52% 99.52%
13.11.2024 2.36% 7.43 CHF 7.60 CHF 10'000 7'500 10'000 7'415 73'644 CHF 55'903 CHF 99.32% 99.32%
12.11.2024 2.13% 7.12 CHF 7.26 CHF 10'000 7'500 10'000 7'500 68'934 CHF 52'814 CHF 100.00% 100.00%
11.11.2024 2.72% 5.69 CHF 5.84 CHF 10'000 7'500 10'000 7'500 56'053 CHF 43'197 CHF 100.00% 100.00%
08.11.2024 2.30% 6.02 CHF 6.15 CHF 10'000 7'500 10'000 7'500 58'267 CHF 44'717 CHF 100.00% 100.00%
07.11.2024 2.74% 5.17 CHF 5.31 CHF 10'000 7'500 13'924 7'500 69'846 CHF 39'052 CHF 91.77% 91.77%

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