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 0.52% 6.30 CHF 6.31 CHF 10'000 10'000 10'000 5'802 64'508 CHF 37'512 CHF 99.63% 99.63%
19.11.2024 0.56% 6.11 CHF 6.12 CHF 10'000 10'000 10'000 5'806 60'748 CHF 35'354 CHF 99.06% 99.06%
18.11.2024 0.51% 6.30 CHF 6.31 CHF 10'000 10'000 10'000 5'802 65'801 CHF 38'106 CHF 99.59% 99.59%
15.11.2024 0.50% 6.57 CHF 6.58 CHF 10'000 10'000 10'000 5'801 67'426 CHF 39'124 CHF 99.61% 99.61%
14.11.2024 0.43% 7.33 CHF 7.34 CHF 10'000 10'000 10'000 5'801 78'812 CHF 45'243 CHF 99.63% 99.63%
13.11.2024 0.43% 8.32 CHF 8.33 CHF 10'000 10'000 10'000 5'871 79'249 CHF 47'038 CHF 97.54% 97.54%
12.11.2024 0.44% 8.23 CHF 8.24 CHF 10'000 10'000 10'000 5'840 78'252 CHF 46'328 CHF 95.03% 95.03%
11.11.2024 0.53% 7.77 CHF 7.78 CHF 10'000 10'000 10'000 5'803 66'863 CHF 40'039 CHF 99.53% 99.53%
08.11.2024 0.67% 5.68 CHF 5.69 CHF 10'000 10'000 11'045 5'811 56'771 CHF 30'430 CHF 99.65% 99.65%
07.11.2024 0.70% 5.21 CHF 5.22 CHF 10'000 10'000 17'895 5'810 87'432 CHF 28'997 CHF 99.63% 99.63%

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