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 0.34% 9.80 CHF 9.81 CHF 10'000 10'000 10'000 5'806 99'493 CHF 57'845 CHF 99.46% 99.46%
19.11.2024 0.36% 9.60 CHF 9.61 CHF 10'000 10'000 10'000 5'810 95'625 CHF 55'637 CHF 98.90% 98.90%
18.11.2024 0.34% 9.80 CHF 9.81 CHF 10'000 10'000 10'000 5'802 100'842 CHF 58'437 CHF 99.58% 99.58%
15.11.2024 0.35% 10.06 CHF 10.08 CHF 10'000 10'000 10'000 5'805 102'466 CHF 59'504 CHF 99.44% 99.44%
14.11.2024 0.32% 10.82 CHF 10.84 CHF 10'000 10'000 10'000 5'805 113'880 CHF 65'637 CHF 99.45% 99.45%
13.11.2024 0.32% 11.80 CHF 11.82 CHF 10'000 10'000 10'000 5'884 114'066 CHF 67'649 CHF 97.11% 97.11%
12.11.2024 0.32% 11.70 CHF 11.72 CHF 10'000 10'000 10'000 5'842 113'022 CHF 66'667 CHF 94.94% 94.94%
11.11.2024 0.36% 11.22 CHF 11.24 CHF 10'000 10'000 10'000 5'802 101'531 CHF 60'167 CHF 99.59% 99.59%
08.11.2024 0.40% 9.12 CHF 9.13 CHF 10'000 10'000 10'000 5'814 85'987 CHF 50'448 CHF 99.48% 99.48%
07.11.2024 0.41% 8.65 CHF 8.66 CHF 10'000 10'000 10'000 5'813 83'633 CHF 49'049 CHF 99.48% 99.48%

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