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 4.11% 11.42 CHF 11.67 CHF 10'000 5'000 10'000 2'980 112'869 CHF 35'003 CHF 99.62% 99.62%
19.11.2024 4.65% 9.04 CHF 9.24 CHF 10'000 7'500 10'000 3'513 80'126 CHF 29'949 CHF 99.63% 99.63%
18.11.2024 4.82% 7.96 CHF 8.12 CHF 10'000 10'000 10'000 5'802 62'756 CHF 38'750 CHF 99.59% 99.59%
15.11.2024 4.88% 6.17 CHF 6.36 CHF 10'000 7'500 10'000 5'268 71'048 CHF 38'859 CHF 99.64% 99.64%
14.11.2024 4.36% 7.90 CHF 8.08 CHF 10'000 7'500 10'000 5'268 75'799 CHF 41'837 CHF 99.63% 99.63%
13.11.2024 4.39% 7.24 CHF 7.40 CHF 10'000 10'000 10'000 5'871 66'490 CHF 41'039 CHF 97.56% 97.56%
12.11.2024 4.70% 5.78 CHF 5.92 CHF 10'000 10'000 10'000 5'801 54'692 CHF 33'599 CHF 99.63% 99.63%
11.11.2024 4.72% 5.35 CHF 5.48 CHF 10'000 10'000 17'884 7'768 86'574 CHF 39'866 CHF 99.63% 99.63%
08.11.2024 4.86% 4.58 CHF 4.70 CHF 20'000 10'000 19'804 5'811 94'781 CHF 29'026 CHF 99.62% 99.62%
07.11.2024 4.93% 4.56 CHF 4.67 CHF 20'000 20'000 20'000 9'918 80'902 CHF 42'683 CHF 99.63% 99.63%

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