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 3.33% 12.59 CHF 12.81 CHF 10'000 7'500 10'000 3'513 124'665 CHF 45'195 CHF 99.62% 99.62%
19.11.2024 3.70% 10.38 CHF 10.57 CHF 10'000 7'500 10'000 5'269 94'242 CHF 51'664 CHF 99.63% 99.63%
18.11.2024 3.82% 9.36 CHF 9.51 CHF 10'000 10'000 10'000 5'802 77'205 CHF 47'072 CHF 99.60% 99.60%
15.11.2024 3.85% 7.63 CHF 7.81 CHF 10'000 7'500 10'000 5'268 85'074 CHF 46'160 CHF 99.64% 99.64%
14.11.2024 3.52% 9.25 CHF 9.42 CHF 10'000 10'000 10'000 5'801 89'485 CHF 53'981 CHF 99.61% 99.61%
13.11.2024 3.55% 8.61 CHF 8.77 CHF 10'000 10'000 10'000 5'871 80'346 CHF 49'125 CHF 97.56% 97.56%
12.11.2024 3.77% 7.17 CHF 7.30 CHF 10'000 10'000 10'000 5'801 68'543 CHF 41'640 CHF 99.63% 99.63%
11.11.2024 3.79% 6.73 CHF 6.86 CHF 10'000 10'000 10'000 5'801 62'473 CHF 37'888 CHF 99.63% 99.63%
08.11.2024 3.89% 5.92 CHF 6.05 CHF 10'000 10'000 10'000 5'811 61'363 CHF 36'886 CHF 99.63% 99.63%
07.11.2024 3.94% 5.89 CHF 6.00 CHF 10'000 10'000 10'000 7'774 53'489 CHF 43'347 CHF 99.63% 99.63%

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