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 0.48% 6.96 CHF 6.97 CHF 10'000 10'000 10'000 5'801 71'060 CHF 41'308 CHF 99.67% 99.67%
19.11.2024 0.51% 6.77 CHF 6.78 CHF 10'000 10'000 10'000 5'806 67'268 CHF 39'136 CHF 99.08% 99.08%
18.11.2024 0.47% 6.95 CHF 6.96 CHF 10'000 10'000 10'000 5'801 72'361 CHF 41'908 CHF 99.62% 99.62%
15.11.2024 0.46% 7.23 CHF 7.24 CHF 10'000 10'000 10'000 5'800 73'982 CHF 42'922 CHF 99.65% 99.65%
14.11.2024 0.40% 7.99 CHF 8.00 CHF 10'000 10'000 10'000 5'800 85'380 CHF 49'047 CHF 99.67% 99.67%
13.11.2024 0.40% 8.98 CHF 8.99 CHF 10'000 10'000 10'000 5'880 85'771 CHF 50'948 CHF 97.27% 97.27%
12.11.2024 0.40% 8.88 CHF 8.89 CHF 10'000 10'000 10'000 5'839 84'760 CHF 50'118 CHF 95.11% 95.11%
11.11.2024 0.48% 8.42 CHF 8.43 CHF 10'000 10'000 10'000 5'802 73'354 CHF 43'800 CHF 99.56% 99.56%
08.11.2024 0.59% 6.32 CHF 6.33 CHF 10'000 10'000 10'000 5'810 58'032 CHF 34'165 CHF 99.67% 99.67%
07.11.2024 0.61% 5.86 CHF 5.87 CHF 10'000 10'000 10'000 5'809 55'598 CHF 32'736 CHF 99.67% 99.67%

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