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 0.46% 7.28 CHF 7.29 CHF 10'000 10'000 10'000 5'804 74'260 CHF 43'185 CHF 99.55% 99.55%
19.11.2024 0.48% 7.09 CHF 7.10 CHF 10'000 10'000 10'000 5'808 70'460 CHF 41'008 CHF 98.96% 98.96%
18.11.2024 0.45% 7.27 CHF 7.28 CHF 10'000 10'000 10'000 5'802 75'565 CHF 43'772 CHF 99.59% 99.59%
15.11.2024 0.44% 7.55 CHF 7.56 CHF 10'000 10'000 10'000 5'803 77'191 CHF 44'804 CHF 99.52% 99.52%
14.11.2024 0.38% 8.31 CHF 8.32 CHF 10'000 10'000 10'000 5'803 88'586 CHF 50'930 CHF 99.54% 99.54%
13.11.2024 0.38% 9.30 CHF 9.31 CHF 10'000 10'000 10'000 5'883 88'959 CHF 52'845 CHF 97.17% 97.17%
12.11.2024 0.39% 9.20 CHF 9.21 CHF 10'000 10'000 10'000 5'840 87'946 CHF 51'993 CHF 95.00% 95.00%
11.11.2024 0.46% 8.73 CHF 8.74 CHF 10'000 10'000 10'000 5'803 76'527 CHF 45'648 CHF 99.53% 99.53%
08.11.2024 0.56% 6.64 CHF 6.65 CHF 10'000 10'000 10'000 5'812 61'178 CHF 36'009 CHF 99.57% 99.57%
07.11.2024 0.58% 6.17 CHF 6.18 CHF 10'000 10'000 10'000 5'812 58'754 CHF 34'584 CHF 99.55% 99.55%

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