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 0.40% 8.50 CHF 8.51 CHF 10'000 10'000 10'000 5'806 86'477 CHF 50'293 CHF 99.44% 99.44%
19.11.2024 0.41% 8.30 CHF 8.31 CHF 10'000 10'000 10'000 5'810 82'653 CHF 48'102 CHF 98.90% 98.90%
18.11.2024 0.39% 8.50 CHF 8.51 CHF 10'000 10'000 10'000 5'803 87'810 CHF 50'882 CHF 99.55% 99.55%
15.11.2024 0.38% 8.77 CHF 8.78 CHF 10'000 10'000 10'000 5'805 89'444 CHF 51'933 CHF 99.44% 99.44%
14.11.2024 0.33% 9.53 CHF 9.54 CHF 10'000 10'000 10'000 5'805 100'856 CHF 58'065 CHF 99.44% 99.44%
13.11.2024 0.36% 10.50 CHF 10.52 CHF 10'000 10'000 10'000 5'875 101'107 CHF 59'924 CHF 97.38% 97.38%
12.11.2024 0.36% 10.40 CHF 10.42 CHF 10'000 10'000 10'000 5'842 100'086 CHF 59'114 CHF 94.90% 94.90%
11.11.2024 0.40% 9.95 CHF 9.96 CHF 10'000 10'000 10'000 5'803 88'649 CHF 52'694 CHF 99.50% 99.50%
08.11.2024 0.47% 7.84 CHF 7.85 CHF 10'000 10'000 10'000 5'814 73'196 CHF 43'010 CHF 99.46% 99.46%
07.11.2024 0.48% 7.37 CHF 7.38 CHF 10'000 10'000 10'000 5'814 70'809 CHF 41'599 CHF 99.44% 99.44%

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