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 0.55% 6.10 CHF 6.11 CHF 10'000 10'000 10'000 5'801 62'465 CHF 36'321 CHF 99.68% 99.68%
19.11.2024 0.58% 5.91 CHF 5.92 CHF 10'000 10'000 10'000 5'805 58'705 CHF 34'163 CHF 99.10% 99.10%
18.11.2024 0.53% 6.10 CHF 6.11 CHF 10'000 10'000 10'000 5'801 63'757 CHF 36'917 CHF 99.63% 99.63%
15.11.2024 0.52% 6.37 CHF 6.38 CHF 10'000 10'000 10'000 5'800 65'367 CHF 37'924 CHF 99.66% 99.66%
14.11.2024 0.44% 7.13 CHF 7.14 CHF 10'000 10'000 10'000 5'800 76'764 CHF 44'049 CHF 99.68% 99.68%
13.11.2024 0.44% 8.12 CHF 8.13 CHF 10'000 10'000 10'000 5'871 77'207 CHF 45'835 CHF 97.56% 97.56%
12.11.2024 0.45% 8.03 CHF 8.04 CHF 10'000 10'000 10'000 5'838 76'219 CHF 45'127 CHF 95.15% 95.15%
11.11.2024 0.54% 7.56 CHF 7.57 CHF 10'000 10'000 10'000 5'801 64'834 CHF 38'852 CHF 99.57% 99.57%
08.11.2024 0.70% 5.48 CHF 5.49 CHF 10'000 10'000 17'871 5'810 88'066 CHF 29'259 CHF 99.68% 99.68%
07.11.2024 0.72% 5.01 CHF 5.02 CHF 10'000 10'000 19'387 5'809 91'173 CHF 27'821 CHF 99.67% 99.67%

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