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
22.11.2024 0.64% 5.33 CHF 5.34 CHF 10'000 10'000 10'000 5'806 53'109 CHF 31'080 CHF 99.05% 99.05%
20.11.2024 0.80% 4.06 CHF 4.07 CHF 20'000 10'000 20'000 5'803 84'222 CHF 24'525 CHF 99.57% 99.57%
19.11.2024 0.88% 3.88 CHF 3.89 CHF 20'000 10'000 20'000 5'808 76'823 CHF 22'394 CHF 98.96% 98.96%
18.11.2024 0.78% 4.06 CHF 4.07 CHF 20'000 10'000 20'000 5'802 86'744 CHF 25'097 CHF 99.60% 99.60%
15.11.2024 0.75% 4.33 CHF 4.34 CHF 20'000 10'000 20'000 5'803 89'936 CHF 26'101 CHF 99.55% 99.55%
14.11.2024 0.59% 5.09 CHF 5.10 CHF 10'000 10'000 10'768 5'803 60'128 CHF 32'223 CHF 99.57% 99.57%
13.11.2024 0.60% 6.09 CHF 6.10 CHF 10'000 10'000 10'000 5'873 56'943 CHF 33'949 CHF 97.47% 97.47%
12.11.2024 0.61% 6.00 CHF 6.01 CHF 10'000 10'000 10'000 5'840 55'985 CHF 33'321 CHF 95.04% 95.04%
11.11.2024 0.80% 5.54 CHF 5.55 CHF 10'000 10'000 18'146 5'802 79'253 CHF 27'149 CHF 99.53% 99.53%
08.11.2024 1.17% 3.47 CHF 3.48 CHF 20'000 10'000 20'000 5'812 59'166 CHF 17'637 CHF 99.59% 99.59%

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