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
22.11.2024 0.40% 8.52 CHF 8.53 CHF 10'000 10'000 10'000 5'804 84'895 CHF 49'539 CHF 99.18% 99.18%
20.11.2024 0.46% 7.22 CHF 7.23 CHF 10'000 10'000 10'000 5'801 73'680 CHF 42'829 CHF 99.68% 99.68%
19.11.2024 0.49% 7.03 CHF 7.04 CHF 10'000 10'000 10'000 5'805 69'894 CHF 40'658 CHF 99.09% 99.09%
18.11.2024 0.45% 7.22 CHF 7.23 CHF 10'000 10'000 10'000 5'801 74'989 CHF 43'432 CHF 99.62% 99.62%
15.11.2024 0.44% 7.49 CHF 7.50 CHF 10'000 10'000 10'000 5'800 76'622 CHF 44'452 CHF 99.67% 99.67%
14.11.2024 0.38% 8.25 CHF 8.26 CHF 10'000 10'000 10'000 5'800 88'018 CHF 50'574 CHF 99.68% 99.68%
13.11.2024 0.39% 9.24 CHF 9.25 CHF 10'000 10'000 10'000 5'871 88'384 CHF 52'402 CHF 97.54% 97.54%
12.11.2024 0.39% 9.14 CHF 9.15 CHF 10'000 10'000 10'000 5'839 87'377 CHF 51'644 CHF 95.13% 95.13%
11.11.2024 0.46% 8.68 CHF 8.69 CHF 10'000 10'000 10'000 5'802 75'961 CHF 45'312 CHF 99.56% 99.56%
08.11.2024 0.57% 6.58 CHF 6.59 CHF 10'000 10'000 10'000 5'810 60'618 CHF 35'667 CHF 99.68% 99.68%

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