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 0.20% 5.07 CHF 5.08 CHF 10'000 7'500 16'212 7'500 80'616 CHF 37'448 CHF 99.99% 99.99%
19.11.2024 0.20% 4.97 CHF 4.98 CHF 20'000 10'000 19'099 10'000 93'872 CHF 49'296 CHF 100.00% 100.00%
18.11.2024 0.20% 4.82 CHF 4.83 CHF 20'000 7'500 12'882 7'500 64'017 CHF 37'538 CHF 99.77% 99.77%
15.11.2024 0.20% 4.99 CHF 5.00 CHF 20'000 7'500 11'690 7'500 58'946 CHF 38'013 CHF 99.99% 99.99%
14.11.2024 0.19% 5.16 CHF 5.17 CHF 10'000 7'500 10'000 7'500 52'520 CHF 39'465 CHF 95.92% 95.92%
13.11.2024 0.17% 5.66 CHF 5.67 CHF 10'000 7'500 10'000 7'500 57'343 CHF 43'082 CHF 97.72% 97.72%
12.11.2024 0.18% 5.76 CHF 5.77 CHF 10'000 7'500 10'000 7'500 54'470 CHF 40'927 CHF 98.70% 98.70%
11.11.2024 0.19% 5.28 CHF 5.29 CHF 10'000 7'500 10'000 7'500 51'406 CHF 38'630 CHF 95.92% 95.92%
08.11.2024 0.20% 5.21 CHF 5.22 CHF 10'000 10'000 10'404 10'000 52'566 CHF 50'657 CHF 84.64% 84.64%
07.11.2024 0.21% 4.82 CHF 4.83 CHF 20'000 7'500 20'000 7'500 96'873 CHF 36'402 CHF 99.99% 99.99%

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