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 6.61% 5.65 CHF 5.85 CHF 10'000 5'000 10'106 1'868 53'068 CHF 10'645 CHF 99.58% 99.58%
19.11.2024 6.85% 5.22 CHF 5.42 CHF 10'000 5'000 12'962 1'868 64'791 CHF 10'084 CHF 99.60% 99.60%
18.11.2024 7.75% 4.66 CHF 4.86 CHF 20'000 5'000 20'000 1'878 88'575 CHF 8'987 CHF 98.48% 98.48%
15.11.2024 7.97% 4.23 CHF 4.43 CHF 20'000 5'000 20'000 1'868 85'661 CHF 8'513 CHF 99.60% 99.60%
14.11.2024 8.76% 4.44 CHF 4.64 CHF 20'000 5'000 20'000 1'855 79'024 CHF 8'248 CHF 99.19% 99.19%
13.11.2024 7.46% 4.31 CHF 4.51 CHF 20'000 5'000 20'000 1'887 91'290 CHF 9'017 CHF 97.55% 97.55%
12.11.2024 7.55% 4.66 CHF 4.86 CHF 20'000 5'000 20'000 1'869 91'028 CHF 9'115 CHF 99.48% 99.48%
11.11.2024 8.52% 5.07 CHF 5.37 CHF 10'000 5'000 10'483 1'879 61'719 CHF 11'299 CHF 98.39% 98.39%
08.11.2024 7.97% 6.68 CHF 6.98 CHF 10'000 5'000 10'000 1'869 64'609 CHF 13'064 CHF 99.58% 99.58%
07.11.2024 6.98% 6.99 CHF 7.29 CHF 10'000 5'000 10'000 2'258 69'397 CHF 16'293 CHF 50.09% 50.09%

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