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 0.61% 5.42 CHF 5.43 CHF 10'000 10'000 10'000 5'802 55'670 CHF 32'385 CHF 99.63% 99.63%
19.11.2024 0.65% 5.23 CHF 5.24 CHF 10'000 10'000 10'564 5'806 54'732 CHF 30'237 CHF 99.05% 99.05%
18.11.2024 0.59% 5.42 CHF 5.43 CHF 10'000 10'000 10'000 5'802 56'953 CHF 32'975 CHF 99.59% 99.59%
15.11.2024 0.58% 5.69 CHF 5.70 CHF 10'000 10'000 10'000 5'801 58'557 CHF 33'979 CHF 99.61% 99.61%
14.11.2024 0.48% 6.45 CHF 6.46 CHF 10'000 10'000 10'000 5'801 69'947 CHF 40'102 CHF 99.63% 99.63%
13.11.2024 0.48% 7.44 CHF 7.45 CHF 10'000 10'000 10'000 5'871 70'444 CHF 41'869 CHF 97.53% 97.53%
12.11.2024 0.49% 7.35 CHF 7.36 CHF 10'000 10'000 10'000 5'840 69'462 CHF 41'194 CHF 95.01% 95.01%
11.11.2024 0.61% 6.89 CHF 6.90 CHF 10'000 10'000 10'000 5'803 58'100 CHF 34'953 CHF 99.53% 99.53%
08.11.2024 0.80% 4.81 CHF 4.82 CHF 20'000 10'000 20'000 5'811 85'816 CHF 25'379 CHF 99.64% 99.64%
07.11.2024 0.85% 4.34 CHF 4.35 CHF 20'000 10'000 20'000 5'810 80'860 CHF 23'934 CHF 99.63% 99.63%

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