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 0.35% 9.64 CHF 9.65 CHF 10'000 10'000 10'000 5'801 97'861 CHF 56'858 CHF 99.67% 99.67%
19.11.2024 0.36% 9.44 CHF 9.45 CHF 10'000 10'000 10'000 5'806 94'000 CHF 54'653 CHF 99.08% 99.08%
18.11.2024 0.35% 9.64 CHF 9.65 CHF 10'000 10'000 10'000 5'801 99'201 CHF 57'478 CHF 99.62% 99.62%
15.11.2024 0.34% 9.91 CHF 9.92 CHF 10'000 10'000 10'000 5'801 100'854 CHF 58'513 CHF 99.65% 99.65%
14.11.2024 0.32% 10.66 CHF 10.68 CHF 10'000 10'000 10'000 5'800 112'254 CHF 64'643 CHF 99.67% 99.67%
13.11.2024 0.32% 11.64 CHF 11.66 CHF 10'000 10'000 10'000 5'871 112'439 CHF 66'534 CHF 97.55% 97.55%
12.11.2024 0.32% 11.54 CHF 11.56 CHF 10'000 10'000 10'000 5'839 111'397 CHF 65'685 CHF 95.11% 95.11%
11.11.2024 0.37% 11.06 CHF 11.08 CHF 10'000 10'000 10'000 5'801 99'916 CHF 59'216 CHF 99.65% 99.65%
08.11.2024 0.41% 8.96 CHF 8.97 CHF 10'000 10'000 10'000 5'810 84'383 CHF 49'479 CHF 99.67% 99.67%
07.11.2024 0.42% 8.49 CHF 8.50 CHF 10'000 10'000 10'000 5'809 82'023 CHF 48'079 CHF 99.67% 99.67%

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