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 0.44% 7.67 CHF 7.68 CHF 10'000 10'000 10'000 5'801 78'139 CHF 45'416 CHF 99.67% 99.67%
19.11.2024 0.46% 7.47 CHF 7.48 CHF 10'000 10'000 10'000 5'806 74'332 CHF 43'236 CHF 99.08% 99.08%
18.11.2024 0.42% 7.66 CHF 7.67 CHF 10'000 10'000 10'000 5'801 79'452 CHF 46'020 CHF 99.62% 99.62%
15.11.2024 0.42% 7.94 CHF 7.95 CHF 10'000 10'000 10'000 5'801 81'077 CHF 47'039 CHF 99.65% 99.65%
14.11.2024 0.37% 8.70 CHF 8.71 CHF 10'000 10'000 10'000 5'800 92'479 CHF 53'165 CHF 99.67% 99.67%
13.11.2024 0.37% 9.68 CHF 9.69 CHF 10'000 10'000 10'000 5'871 92'814 CHF 55'000 CHF 97.55% 97.55%
12.11.2024 0.37% 9.58 CHF 9.59 CHF 10'000 10'000 10'000 5'839 91'805 CHF 54'231 CHF 95.11% 95.11%
11.11.2024 0.44% 9.12 CHF 9.13 CHF 10'000 10'000 10'000 5'802 80'374 CHF 47'874 CHF 99.55% 99.55%
08.11.2024 0.53% 7.02 CHF 7.03 CHF 10'000 10'000 10'000 5'810 64'990 CHF 38'210 CHF 99.67% 99.67%
07.11.2024 0.55% 6.55 CHF 6.56 CHF 10'000 10'000 10'000 5'809 62'572 CHF 36'787 CHF 99.67% 99.67%

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