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 0.31% 11.34 CHF 11.36 CHF 10'000 10'000 10'000 5'801 114'944 CHF 66'777 CHF 99.67% 99.67%
19.11.2024 0.33% 11.14 CHF 11.16 CHF 10'000 10'000 10'000 5'806 111'032 CHF 64'550 CHF 99.09% 99.09%
18.11.2024 0.31% 11.34 CHF 11.36 CHF 10'000 10'000 10'000 5'801 116'307 CHF 67'407 CHF 99.62% 99.62%
15.11.2024 0.31% 11.62 CHF 11.64 CHF 10'000 10'000 10'000 5'800 117'968 CHF 68'454 CHF 99.65% 99.65%
14.11.2024 0.28% 12.38 CHF 12.40 CHF 10'000 10'000 10'000 5'800 129'406 CHF 74'589 CHF 99.67% 99.67%
13.11.2024 0.28% 13.34 CHF 13.36 CHF 10'000 10'000 10'000 5'873 129'469 CHF 76'570 CHF 97.47% 97.47%
12.11.2024 0.28% 13.24 CHF 13.26 CHF 10'000 10'000 10'000 5'839 128'402 CHF 75'612 CHF 95.13% 95.13%
11.11.2024 0.32% 12.76 CHF 12.78 CHF 10'000 10'000 10'000 5'801 116'870 CHF 69'054 CHF 99.66% 99.66%
08.11.2024 0.36% 10.64 CHF 10.66 CHF 10'000 10'000 10'000 5'810 101'169 CHF 59'249 CHF 99.67% 99.67%
07.11.2024 0.37% 10.16 CHF 10.18 CHF 10'000 10'000 10'000 5'809 98'862 CHF 57'869 CHF 99.67% 99.67%

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