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 0.39% 8.58 CHF 8.59 CHF 10'000 10'000 10'000 5'801 87'263 CHF 50'709 CHF 99.67% 99.67%
19.11.2024 0.41% 8.38 CHF 8.39 CHF 10'000 10'000 10'000 5'805 83'429 CHF 48'515 CHF 99.10% 99.10%
18.11.2024 0.38% 8.58 CHF 8.59 CHF 10'000 10'000 10'000 5'801 88'590 CHF 51'321 CHF 99.62% 99.62%
15.11.2024 0.38% 8.85 CHF 8.86 CHF 10'000 10'000 10'000 5'800 90'229 CHF 52'346 CHF 99.66% 99.66%
14.11.2024 0.33% 9.61 CHF 9.62 CHF 10'000 10'000 10'000 5'800 101'635 CHF 58'470 CHF 99.68% 99.68%
13.11.2024 0.35% 10.58 CHF 10.60 CHF 10'000 10'000 10'000 5'880 101'882 CHF 60'435 CHF 97.27% 97.27%
12.11.2024 0.36% 10.48 CHF 10.50 CHF 10'000 10'000 10'000 5'839 100'855 CHF 59'531 CHF 95.10% 95.10%
11.11.2024 0.40% 10.02 CHF 10.04 CHF 10'000 10'000 10'000 5'802 89'416 CHF 53'126 CHF 99.55% 99.55%
08.11.2024 0.46% 7.92 CHF 7.93 CHF 10'000 10'000 10'000 5'810 73'963 CHF 43'423 CHF 99.68% 99.68%
07.11.2024 0.48% 7.45 CHF 7.46 CHF 10'000 10'000 10'000 5'809 71'571 CHF 42'010 CHF 99.67% 99.67%

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