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% 10.32 CHF 10.34 CHF 10'000 10'000 10'000 5'802 104'721 CHF 60'862 CHF 99.61% 99.61%
19.11.2024 0.36% 10.12 CHF 10.14 CHF 10'000 10'000 10'000 5'807 100'849 CHF 58'652 CHF 99.01% 99.01%
18.11.2024 0.34% 10.32 CHF 10.34 CHF 10'000 10'000 10'000 5'804 106'071 CHF 61'497 CHF 99.51% 99.51%
15.11.2024 0.34% 10.60 CHF 10.62 CHF 10'000 10'000 10'000 5'802 107'728 CHF 62'525 CHF 99.59% 99.59%
14.11.2024 0.30% 11.36 CHF 11.38 CHF 10'000 10'000 10'000 5'801 119'155 CHF 68'660 CHF 99.61% 99.61%
13.11.2024 0.30% 12.32 CHF 12.34 CHF 10'000 10'000 10'000 5'872 119'298 CHF 70'573 CHF 97.52% 97.52%
12.11.2024 0.31% 12.22 CHF 12.24 CHF 10'000 10'000 10'000 5'843 118'249 CHF 69'730 CHF 94.88% 94.88%
11.11.2024 0.34% 11.74 CHF 11.76 CHF 10'000 10'000 10'000 5'803 106'744 CHF 63'199 CHF 99.56% 99.56%
08.11.2024 0.37% 9.64 CHF 9.65 CHF 10'000 10'000 10'000 5'811 91'150 CHF 53'421 CHF 99.63% 99.63%
07.11.2024 0.39% 9.17 CHF 9.18 CHF 10'000 10'000 10'000 5'810 88'811 CHF 52'031 CHF 99.61% 99.61%

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