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 0.68% 4.82 CHF 4.83 CHF 20'000 10'000 16'342 5'802 80'794 CHF 28'904 CHF 99.60% 99.60%
19.11.2024 0.74% 4.64 CHF 4.65 CHF 20'000 10'000 20'000 5'807 91'893 CHF 26'764 CHF 99.00% 99.00%
18.11.2024 0.66% 4.82 CHF 4.83 CHF 20'000 10'000 12'062 5'805 60'968 CHF 29'502 CHF 99.45% 99.45%
15.11.2024 0.65% 5.08 CHF 5.09 CHF 10'000 10'000 10'000 5'802 52'541 CHF 30'490 CHF 99.59% 99.59%
14.11.2024 0.52% 5.84 CHF 5.85 CHF 10'000 10'000 10'000 5'801 63'919 CHF 36'608 CHF 99.60% 99.60%
13.11.2024 0.53% 6.84 CHF 6.85 CHF 10'000 10'000 10'000 5'872 64'460 CHF 38'357 CHF 97.52% 97.52%
12.11.2024 0.54% 6.75 CHF 6.76 CHF 10'000 10'000 10'000 5'845 63'496 CHF 37'739 CHF 94.76% 94.76%
11.11.2024 0.68% 6.29 CHF 6.30 CHF 10'000 10'000 14'183 5'804 72'379 CHF 31'504 CHF 99.52% 99.52%
08.11.2024 0.93% 4.22 CHF 4.23 CHF 20'000 10'000 20'000 5'811 74'010 CHF 21'949 CHF 99.63% 99.63%
07.11.2024 1.00% 3.75 CHF 3.76 CHF 20'000 10'000 20'000 5'810 69'012 CHF 20'497 CHF 99.60% 99.60%

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