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 0.38% 8.86 CHF 8.87 CHF 10'000 10'000 10'000 5'801 90'107 CHF 52'357 CHF 99.67% 99.67%
19.11.2024 0.39% 8.66 CHF 8.67 CHF 10'000 10'000 10'000 5'806 86'269 CHF 50'164 CHF 99.09% 99.09%
18.11.2024 0.37% 8.86 CHF 8.87 CHF 10'000 10'000 10'000 5'801 91'440 CHF 52'973 CHF 99.62% 99.62%
15.11.2024 0.36% 9.14 CHF 9.15 CHF 10'000 10'000 10'000 5'800 93'080 CHF 54'001 CHF 99.65% 99.65%
14.11.2024 0.33% 9.89 CHF 9.90 CHF 10'000 10'000 10'000 5'800 104'494 CHF 60'131 CHF 99.67% 99.67%
13.11.2024 0.35% 10.86 CHF 10.88 CHF 10'000 10'000 10'000 5'871 104'717 CHF 62'002 CHF 97.55% 97.55%
12.11.2024 0.35% 10.76 CHF 10.78 CHF 10'000 10'000 10'000 5'839 103'681 CHF 61'180 CHF 95.12% 95.12%
11.11.2024 0.39% 10.30 CHF 10.32 CHF 10'000 10'000 10'000 5'802 92'236 CHF 54'763 CHF 99.56% 99.56%
08.11.2024 0.45% 8.20 CHF 8.21 CHF 10'000 10'000 10'000 5'810 76'762 CHF 45'051 CHF 99.67% 99.67%
07.11.2024 0.46% 7.73 CHF 7.74 CHF 10'000 10'000 10'000 5'809 74'378 CHF 43'640 CHF 99.67% 99.67%

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