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 0.64% 5.14 CHF 5.15 CHF 10'000 10'000 10'000 5'806 52'852 CHF 30'771 CHF 99.43% 99.43%
19.11.2024 0.69% 4.95 CHF 4.96 CHF 20'000 10'000 18'438 5'810 90'334 CHF 28'622 CHF 98.89% 98.89%
18.11.2024 0.62% 5.13 CHF 5.14 CHF 10'000 10'000 10'000 5'805 54'130 CHF 31'352 CHF 99.45% 99.45%
15.11.2024 0.61% 5.40 CHF 5.41 CHF 10'000 10'000 10'000 5'805 55'733 CHF 32'362 CHF 99.43% 99.43%
14.11.2024 0.50% 6.16 CHF 6.17 CHF 10'000 10'000 10'000 5'805 67'110 CHF 38'482 CHF 99.43% 99.43%
13.11.2024 0.50% 7.16 CHF 7.17 CHF 10'000 10'000 10'000 5'875 67'634 CHF 40'243 CHF 97.38% 97.38%
12.11.2024 0.51% 7.07 CHF 7.08 CHF 10'000 10'000 10'000 5'845 66'659 CHF 39'588 CHF 94.75% 94.75%
11.11.2024 0.64% 6.61 CHF 6.62 CHF 10'000 10'000 10'071 5'804 55'661 CHF 33'339 CHF 99.52% 99.52%
08.11.2024 0.85% 4.53 CHF 4.54 CHF 20'000 10'000 20'000 5'815 80'264 CHF 23'780 CHF 99.45% 99.45%
07.11.2024 0.91% 4.07 CHF 4.08 CHF 20'000 10'000 20'000 5'814 75'314 CHF 22'336 CHF 99.44% 99.44%

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