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 1.40% 9.04 CHF 9.10 CHF 10'500 10'500 4'632 4'632 37'939 CHF 38'358 CHF 99.57% 99.57%
19.11.2024 1.57% 7.68 CHF 7.76 CHF 8'000 8'000 3'580 3'580 30'907 CHF 31'315 CHF 99.18% 99.18%
18.11.2024 1.37% 10.27 CHF 10.35 CHF 7'700 7'700 3'469 3'469 36'258 CHF 36'673 CHF 99.90% 99.90%
15.11.2024 1.25% 11.15 CHF 11.22 CHF 9'100 9'100 3'738 3'738 40'427 CHF 40'790 CHF 91.62% 91.62%
14.11.2024 1.12% 6.57 CHF 6.63 CHF 11'100 11'100 4'908 4'908 32'937 CHF 33'276 CHF 99.72% 99.72%
13.11.2024 0.98% 7.19 CHF 7.25 CHF 8'600 8'600 4'045 4'045 33'067 CHF 33'367 CHF 99.93% 99.93%
12.11.2024 0.99% 8.56 CHF 8.61 CHF 10'200 10'200 4'499 4'499 37'532 CHF 37'843 CHF 99.88% 99.88%
11.11.2024 1.12% 8.10 CHF 8.15 CHF 10'700 10'700 4'413 4'413 34'349 CHF 34'649 CHF 99.90% 99.90%
08.11.2024 1.14% 6.50 CHF 6.55 CHF 9'100 9'100 4'231 4'231 29'358 CHF 29'651 CHF 97.38% 97.38%
07.11.2024 0.95% 8.47 CHF 8.52 CHF 9'200 9'200 4'073 4'073 34'633 CHF 34'919 CHF 100.00% 100.00%

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