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 1.04% 9.94 CHF 10.04 CHF 10'000 10'000 10'000 10'000 96'000 CHF 97'000 CHF 71.25% 71.25%
19.11.2024 1.03% 9.74 CHF 9.84 CHF 10'000 10'000 10'000 10'000 96'919 CHF 97'919 CHF 81.24% 81.24%
18.11.2024 1.06% 9.37 CHF 9.47 CHF 10'000 10'000 10'000 10'000 94'092 CHF 95'092 CHF 6.67% 6.67%
15.11.2024 1.05% 9.25 CHF 9.35 CHF 10'000 10'000 10'000 10'000 94'720 CHF 95'720 CHF 62.69% 62.69%
14.11.2024 1.07% 9.43 CHF 9.53 CHF 10'000 10'000 10'000 10'000 92'616 CHF 93'616 CHF 90.24% 90.24%
13.11.2024 1.12% 9.16 CHF 9.26 CHF 10'000 10'000 10'000 10'000 89'041 CHF 90'041 CHF 82.05% 82.05%
12.11.2024 1.24% 8.06 CHF 8.16 CHF 10'000 10'000 10'000 10'000 80'283 CHF 81'283 CHF 0.73% 0.73%
11.11.2024 1.23% 7.96 CHF 8.06 CHF 10'000 10'000 10'000 10'000 80'625 CHF 81'625 CHF 64.08% 64.08%
08.11.2024 1.22% 8.44 CHF 8.54 CHF 10'000 10'000 10'000 10'000 81'757 CHF 82'757 CHF 60.38% 60.38%
07.11.2024 1.24% 8.07 CHF 8.17 CHF 10'000 10'000 10'000 10'000 80'185 CHF 81'185 CHF 74.36% 74.36%

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