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 4.11% 11.73 CHF 11.98 CHF 10'000 5'000 10'000 2'980 115'861 CHF 35'930 CHF 99.63% 99.63%
19.11.2024 4.65% 9.28 CHF 9.49 CHF 10'000 7'500 10'000 3'513 82'249 CHF 30'742 CHF 99.63% 99.63%
18.11.2024 4.82% 8.17 CHF 8.33 CHF 10'000 10'000 10'000 5'801 64'419 CHF 39'777 CHF 99.60% 99.60%
15.11.2024 4.88% 6.33 CHF 6.53 CHF 10'000 7'500 10'000 5'268 72'931 CHF 39'889 CHF 99.64% 99.64%
14.11.2024 4.35% 8.11 CHF 8.30 CHF 10'000 7'500 10'000 5'268 77'811 CHF 42'947 CHF 99.62% 99.62%
13.11.2024 4.39% 7.43 CHF 7.60 CHF 10'000 10'000 10'000 5'871 68'252 CHF 42'127 CHF 97.57% 97.57%
12.11.2024 4.70% 5.93 CHF 6.07 CHF 10'000 10'000 10'000 5'801 56'140 CHF 34'488 CHF 99.64% 99.64%
11.11.2024 4.72% 5.50 CHF 5.62 CHF 10'000 10'000 17'082 5'801 84'843 CHF 30'720 CHF 99.63% 99.63%
08.11.2024 4.87% 4.70 CHF 4.83 CHF 20'000 10'000 16'925 5'811 82'704 CHF 29'796 CHF 99.63% 99.63%
07.11.2024 4.93% 4.68 CHF 4.79 CHF 20'000 10'000 20'000 7'774 83'048 CHF 33'999 CHF 99.64% 99.64%

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