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 14.76% 13.48 CHF 14.48 CHF 10'000 10'000 10'000 3'737 113'717 CHF 50'704 CHF 99.62% 99.62%
19.11.2024 13.84% 12.70 CHF 13.70 CHF 10'000 10'000 10'000 3'737 120'372 CHF 51'376 CHF 99.64% 99.64%
18.11.2024 12.00% 10.63 CHF 11.63 CHF 10'000 5'000 10'000 1'871 137'986 CHF 26'308 CHF 99.43% 99.43%
15.11.2024 11.62% 16.85 CHF 17.85 CHF 10'000 10'000 10'000 3'737 146'330 CHF 62'962 CHF 99.64% 99.64%
14.11.2024 14.48% 12.95 CHF 13.95 CHF 10'000 10'000 10'000 3'735 114'872 CHF 49'641 CHF 99.60% 99.60%
13.11.2024 8.31% 11.43 CHF 11.93 CHF 10'000 10'000 10'000 3'774 102'890 CHF 42'278 CHF 97.57% 97.57%
12.11.2024 9.94% 9.81 CHF 10.31 CHF 20'000 20'000 12'181 7'489 105'784 CHF 71'573 CHF 99.23% 99.23%
11.11.2024 11.01% 8.14 CHF 8.64 CHF 20'000 20'000 12'172 7'475 95'250 CHF 65'048 CHF 99.63% 99.63%
08.11.2024 12.70% 6.92 CHF 7.42 CHF 20'000 20'000 12'172 7'474 80'908 CHF 55'556 CHF 99.63% 99.63%
07.11.2024 9.58% 7.80 CHF 8.30 CHF 10'000 10'000 10'000 3'737 87'564 CHF 33'675 CHF 99.63% 99.63%

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