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 0.40% 8.27 CHF 8.28 CHF 10'000 10'000 10'000 5'803 84'141 CHF 48'915 CHF 99.57% 99.57%
19.11.2024 0.42% 8.07 CHF 8.08 CHF 10'000 10'000 10'000 5'808 80'316 CHF 46'728 CHF 98.97% 98.97%
18.11.2024 0.40% 8.26 CHF 8.27 CHF 10'000 10'000 10'000 5'805 85'459 CHF 49'539 CHF 99.44% 99.44%
15.11.2024 0.39% 8.54 CHF 8.55 CHF 10'000 10'000 10'000 5'803 87'094 CHF 50'549 CHF 99.56% 99.56%
14.11.2024 0.34% 9.30 CHF 9.31 CHF 10'000 10'000 10'000 5'802 98'502 CHF 56'679 CHF 99.57% 99.57%
13.11.2024 0.36% 10.28 CHF 10.30 CHF 10'000 10'000 10'000 5'873 98'772 CHF 58'531 CHF 97.47% 97.47%
12.11.2024 0.37% 10.18 CHF 10.20 CHF 10'000 10'000 10'000 5'845 97'750 CHF 57'777 CHF 94.73% 94.73%
11.11.2024 0.41% 9.71 CHF 9.72 CHF 10'000 10'000 10'000 5'805 86'328 CHF 51'355 CHF 99.47% 99.47%
08.11.2024 0.48% 7.61 CHF 7.62 CHF 10'000 10'000 10'000 5'812 70'890 CHF 41'652 CHF 99.59% 99.59%
07.11.2024 0.50% 7.14 CHF 7.15 CHF 10'000 10'000 10'000 5'811 68'491 CHF 40'238 CHF 99.57% 99.57%

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