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 0.42% 7.90 CHF 7.91 CHF 10'000 10'000 10'000 5'801 80'516 CHF 46'793 CHF 99.68% 99.68%
19.11.2024 0.44% 7.71 CHF 7.72 CHF 10'000 10'000 10'000 5'805 76'706 CHF 44'612 CHF 99.09% 99.09%
18.11.2024 0.41% 7.90 CHF 7.91 CHF 10'000 10'000 10'000 5'801 81'834 CHF 47'402 CHF 99.62% 99.62%
15.11.2024 0.41% 8.18 CHF 8.19 CHF 10'000 10'000 10'000 5'800 83'463 CHF 48'420 CHF 99.67% 99.67%
14.11.2024 0.36% 8.93 CHF 8.94 CHF 10'000 10'000 10'000 5'800 94'870 CHF 54'547 CHF 99.68% 99.68%
13.11.2024 0.36% 9.92 CHF 9.93 CHF 10'000 10'000 10'000 5'870 95'186 CHF 56'391 CHF 97.56% 97.56%
12.11.2024 0.36% 9.82 CHF 9.83 CHF 10'000 10'000 10'000 5'839 94'165 CHF 55'609 CHF 95.13% 95.13%
11.11.2024 0.42% 9.35 CHF 9.36 CHF 10'000 10'000 10'000 5'802 82'736 CHF 49'243 CHF 99.56% 99.56%
08.11.2024 0.51% 7.26 CHF 7.27 CHF 10'000 10'000 10'000 5'810 67'334 CHF 39'570 CHF 99.68% 99.68%
07.11.2024 0.53% 6.79 CHF 6.80 CHF 10'000 10'000 10'000 5'809 64'927 CHF 38'152 CHF 99.68% 99.68%

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