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 5.10% 14.46 CHF 14.96 CHF 10'000 5'000 10'000 1'869 168'168 CHF 30'989 CHF 99.64% 99.64%
19.11.2024 3.64% 16.41 CHF 16.71 CHF 10'000 5'000 10'000 1'869 145'643 CHF 29'035 CHF 99.66% 99.66%
18.11.2024 3.80% 14.87 CHF 15.17 CHF 10'000 5'000 10'000 1'870 138'564 CHF 27'067 CHF 99.57% 99.57%
15.11.2024 3.43% 12.52 CHF 12.82 CHF 10'000 5'000 10'000 1'869 151'791 CHF 28'020 CHF 99.66% 99.66%
14.11.2024 4.43% 16.51 CHF 17.01 CHF 10'000 3'000 10'000 1'121 194'772 CHF 21'659 CHF 99.66% 99.66%
13.11.2024 3.88% 20.58 CHF 21.08 CHF 10'000 3'000 10'000 1'132 222'752 CHF 25'256 CHF 97.60% 97.60%
12.11.2024 4.07% 21.44 CHF 21.94 CHF 10'000 3'000 10'000 1'121 215'335 CHF 25'270 CHF 99.66% 99.66%
11.11.2024 4.31% 21.36 CHF 21.86 CHF 10'000 3'000 10'000 1'121 203'277 CHF 24'115 CHF 99.66% 99.66%
08.11.2024 4.03% 20.20 CHF 20.70 CHF 10'000 3'000 10'000 1'121 215'352 CHF 24'436 CHF 99.66% 99.66%
07.11.2024 4.45% 21.11 CHF 21.61 CHF 10'000 5'000 10'000 1'869 196'518 CHF 38'708 CHF 99.65% 99.65%

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