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 0.37% 9.07 CHF 9.08 CHF 10'000 10'000 10'000 5'804 92'113 CHF 53'543 CHF 99.56% 99.56%
19.11.2024 0.38% 8.86 CHF 8.87 CHF 10'000 10'000 10'000 5'808 88'268 CHF 51'348 CHF 98.95% 98.95%
18.11.2024 0.36% 9.06 CHF 9.07 CHF 10'000 10'000 10'000 5'802 93'447 CHF 54'143 CHF 99.59% 99.59%
15.11.2024 0.36% 9.34 CHF 9.35 CHF 10'000 10'000 10'000 5'803 95'089 CHF 55'191 CHF 99.53% 99.53%
14.11.2024 0.33% 10.08 CHF 10.10 CHF 10'000 10'000 10'000 5'803 106'489 CHF 61'320 CHF 99.57% 99.57%
13.11.2024 0.34% 11.06 CHF 11.08 CHF 10'000 10'000 10'000 5'873 106'713 CHF 63'198 CHF 97.47% 97.47%
12.11.2024 0.34% 10.96 CHF 10.98 CHF 10'000 10'000 10'000 5'840 105'679 CHF 62'360 CHF 95.02% 95.02%
11.11.2024 0.39% 10.50 CHF 10.52 CHF 10'000 10'000 10'000 5'803 94'219 CHF 55'924 CHF 99.53% 99.53%
08.11.2024 0.43% 8.40 CHF 8.41 CHF 10'000 10'000 10'000 5'812 78'734 CHF 46'213 CHF 99.59% 99.59%
07.11.2024 0.45% 7.93 CHF 7.94 CHF 10'000 10'000 10'000 5'811 76'357 CHF 44'807 CHF 99.57% 99.57%

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