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 1.71% 10.10 CHF 10.19 CHF 20'000 20'000 12'132 9'901 121'950 CHF 101'079 CHF 99.63% 99.63%
19.11.2024 1.83% 9.10 CHF 9.19 CHF 20'000 20'000 12'132 11'603 105'775 CHF 102'813 CHF 99.64% 99.64%
18.11.2024 1.88% 8.64 CHF 8.71 CHF 20'000 20'000 12'132 11'603 95'708 CHF 93'068 CHF 99.59% 99.59%
15.11.2024 1.88% 7.79 CHF 7.88 CHF 20'000 20'000 12'131 11'602 98'935 CHF 96'211 CHF 99.65% 99.65%
14.11.2024 1.80% 8.54 CHF 8.62 CHF 20'000 20'000 12'131 11'601 102'260 CHF 99'467 CHF 99.64% 99.64%
13.11.2024 1.81% 8.22 CHF 8.30 CHF 20'000 20'000 12'176 11'742 96'867 CHF 95'003 CHF 97.57% 97.57%
12.11.2024 1.90% 7.46 CHF 7.54 CHF 20'000 20'000 12'131 11'867 89'037 CHF 88'620 CHF 99.64% 99.64%
11.11.2024 1.92% 7.22 CHF 7.29 CHF 20'000 20'000 11'867 11'867 82'877 CHF 84'315 CHF 99.64% 99.64%
08.11.2024 1.95% 6.74 CHF 6.81 CHF 20'000 20'000 11'883 11'883 81'404 CHF 82'852 CHF 99.64% 99.64%
07.11.2024 1.98% 6.70 CHF 6.76 CHF 25'000 25'000 12'954 12'954 83'314 CHF 84'753 CHF 99.64% 99.64%

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