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 1.71% 15.96 CHF 16.10 CHF 10'000 10'000 10'000 5'802 158'695 CHF 93'626 CHF 99.62% 99.62%
19.11.2024 1.83% 14.38 CHF 14.51 CHF 10'000 10'000 10'000 5'802 137'023 CHF 81'224 CHF 99.63% 99.63%
18.11.2024 1.88% 13.64 CHF 13.77 CHF 10'000 10'000 10'000 5'802 123'651 CHF 73'523 CHF 99.60% 99.60%
15.11.2024 1.87% 12.32 CHF 12.45 CHF 10'000 10'000 10'000 5'801 129'594 CHF 76'008 CHF 99.64% 99.64%
14.11.2024 1.80% 13.50 CHF 13.63 CHF 10'000 10'000 10'000 5'801 132'791 CHF 78'583 CHF 99.63% 99.63%
13.11.2024 1.81% 12.99 CHF 13.11 CHF 10'000 10'000 10'000 7'827 125'198 CHF 99'897 CHF 97.56% 97.56%
12.11.2024 1.90% 11.79 CHF 11.91 CHF 10'000 10'000 10'000 7'768 115'280 CHF 91'414 CHF 99.63% 99.63%
11.11.2024 1.92% 11.41 CHF 11.52 CHF 10'000 10'000 10'000 7'768 109'754 CHF 87'020 CHF 99.63% 99.63%
08.11.2024 1.95% 10.65 CHF 10.76 CHF 10'000 10'000 10'000 7'775 108'260 CHF 85'732 CHF 99.63% 99.63%
07.11.2024 1.98% 10.58 CHF 10.69 CHF 20'000 20'000 12'144 9'918 123'148 CHF 102'565 CHF 99.64% 99.64%

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