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 0.77% 12.50 CHF 12.60 CHF 10'000 5'000 10'000 5'000 129'800 CHF 65'400 CHF 99.49% 99.49%
19.11.2024 0.83% 12.18 CHF 12.28 CHF 10'000 5'000 10'000 5'000 120'921 CHF 60'961 CHF 97.54% 97.54%
18.11.2024 0.74% 13.60 CHF 13.70 CHF 10'000 5'000 10'000 5'000 134'364 CHF 67'682 CHF 99.39% 99.39%
15.11.2024 0.76% 13.14 CHF 13.24 CHF 10'000 5'000 10'000 5'000 130'787 CHF 65'894 CHF 98.85% 98.85%
14.11.2024 0.40% 12.84 CHF 12.90 CHF 10'000 5'000 10'000 5'000 123'659 CHF 62'080 CHF 99.50% 99.50%
13.11.2024 0.83% 11.00 CHF 11.10 CHF 10'000 5'000 10'000 5'000 119'836 CHF 60'418 CHF 95.89% 95.89%
12.11.2024 0.77% 12.08 CHF 12.18 CHF 10'000 5'000 10'000 5'000 130'124 CHF 65'562 CHF 99.57% 99.57%
11.11.2024 0.39% 13.82 CHF 13.86 CHF 10'000 5'000 10'000 5'000 129'602 CHF 65'052 CHF 94.72% 94.72%
08.11.2024 0.84% 11.42 CHF 11.52 CHF 10'000 5'000 10'000 5'000 118'257 CHF 59'629 CHF 91.95% 91.95%
07.11.2024 0.69% 13.78 CHF 13.88 CHF 10'000 5'000 10'000 5'000 143'796 CHF 72'398 CHF 99.53% 99.53%

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