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% 8.35 CHF 8.36 CHF 10'000 10'000 10'000 5'801 84'927 CHF 49'349 CHF 99.68% 99.68%
19.11.2024 0.42% 8.15 CHF 8.16 CHF 10'000 10'000 10'000 5'805 81'102 CHF 47'164 CHF 99.10% 99.10%
18.11.2024 0.39% 8.34 CHF 8.35 CHF 10'000 10'000 10'000 5'801 86'250 CHF 49'963 CHF 99.63% 99.63%
15.11.2024 0.39% 8.62 CHF 8.63 CHF 10'000 10'000 10'000 5'800 87'885 CHF 50'986 CHF 99.66% 99.66%
14.11.2024 0.34% 9.38 CHF 9.39 CHF 10'000 10'000 10'000 5'800 99'298 CHF 57'116 CHF 99.68% 99.68%
13.11.2024 0.36% 10.34 CHF 10.36 CHF 10'000 10'000 10'000 5'871 99'559 CHF 58'971 CHF 97.56% 97.56%
12.11.2024 0.37% 10.26 CHF 10.28 CHF 10'000 10'000 10'000 5'838 98'531 CHF 58'167 CHF 95.14% 95.14%
11.11.2024 0.40% 9.79 CHF 9.80 CHF 10'000 10'000 10'000 5'801 87'106 CHF 51'778 CHF 99.57% 99.57%
08.11.2024 0.48% 7.69 CHF 7.70 CHF 10'000 10'000 10'000 5'810 71'668 CHF 42'089 CHF 99.68% 99.68%
07.11.2024 0.49% 7.22 CHF 7.23 CHF 10'000 10'000 10'000 5'809 69'267 CHF 40'672 CHF 99.67% 99.67%

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