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 0.50% 4.25 CHF 4.26 CHF 9'000 9'000 6'075 6'075 25'368 CHF 25'481 CHF 100.00% 100.00%
19.11.2024 0.50% 4.15 CHF 4.16 CHF 11'000 11'000 6'981 6'981 27'161 CHF 27'283 CHF 99.97% 99.97%
18.11.2024 0.51% 4.10 CHF 4.11 CHF 10'000 10'000 6'372 6'372 25'469 CHF 25'587 CHF 100.00% 100.00%
15.11.2024 0.51% 4.07 CHF 4.08 CHF 11'000 11'000 7'330 7'330 28'346 CHF 28'479 CHF 72.10% 72.10%
14.11.2024 0.53% 3.48 CHF 3.49 CHF 10'000 10'000 6'693 6'693 23'919 CHF 24'038 CHF 100.00% 100.00%
13.11.2024 0.63% 4.09 CHF 4.10 CHF 9'000 9'000 6'026 6'026 25'747 CHF 25'894 CHF 99.66% 99.66%
12.11.2024 0.49% 4.38 CHF 4.39 CHF 11'000 11'000 7'361 7'361 29'516 CHF 29'646 CHF 99.95% 99.95%
11.11.2024 0.59% 3.69 CHF 3.70 CHF 13'000 13'000 8'694 8'694 28'841 CHF 28'995 CHF 99.82% 99.82%
08.11.2024 0.61% 3.07 CHF 3.08 CHF 13'000 13'000 8'702 8'702 27'581 CHF 27'735 CHF 99.79% 99.79%
07.11.2024 0.52% 3.26 CHF 3.27 CHF 10'000 10'000 6'693 6'693 24'218 CHF 24'336 CHF 99.98% 99.98%

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