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 0.42% 7.97 CHF 7.98 CHF 10'000 10'000 10'000 5'804 81'191 CHF 47'207 CHF 99.55% 99.55%
19.11.2024 0.44% 7.78 CHF 7.79 CHF 10'000 10'000 10'000 5'808 77'382 CHF 45'026 CHF 98.95% 98.95%
18.11.2024 0.41% 7.97 CHF 7.98 CHF 10'000 10'000 10'000 5'802 82'515 CHF 47'803 CHF 99.59% 99.59%
15.11.2024 0.41% 8.24 CHF 8.25 CHF 10'000 10'000 10'000 5'803 84'145 CHF 48'841 CHF 99.52% 99.52%
14.11.2024 0.35% 9.00 CHF 9.01 CHF 10'000 10'000 10'000 5'803 95'551 CHF 54'968 CHF 99.56% 99.56%
13.11.2024 0.36% 9.99 CHF 10.00 CHF 10'000 10'000 10'000 5'882 95'866 CHF 56'907 CHF 97.19% 97.19%
12.11.2024 0.37% 9.89 CHF 9.90 CHF 10'000 10'000 10'000 5'840 94'841 CHF 56'021 CHF 95.01% 95.01%
11.11.2024 0.42% 9.42 CHF 9.43 CHF 10'000 10'000 10'000 5'803 83'411 CHF 49'642 CHF 99.53% 99.53%
08.11.2024 0.50% 7.32 CHF 7.33 CHF 10'000 10'000 10'000 5'812 67'999 CHF 39'972 CHF 99.59% 99.59%
07.11.2024 0.52% 6.85 CHF 6.86 CHF 10'000 10'000 10'000 5'811 65'594 CHF 38'555 CHF 99.57% 99.57%

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