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 0.84% 5.85 CHF 5.88 CHF 10'000 5'000 10'000 2'980 56'992 CHF 17'213 CHF 99.68% 99.68%
19.11.2024 0.86% 5.54 CHF 5.56 CHF 10'000 5'000 10'000 2'980 55'587 CHF 16'711 CHF 99.68% 99.68%
18.11.2024 0.79% 5.80 CHF 5.83 CHF 10'000 5'000 10'000 2'984 59'880 CHF 17'958 CHF 98.88% 98.88%
15.11.2024 0.83% 5.89 CHF 5.91 CHF 10'000 5'000 10'000 3'015 56'667 CHF 17'302 CHF 96.23% 96.23%
14.11.2024 0.84% 5.52 CHF 5.54 CHF 10'000 5'000 10'000 2'979 56'432 CHF 16'852 CHF 99.68% 99.68%
13.11.2024 0.89% 5.75 CHF 5.78 CHF 10'000 5'000 10'000 3'003 53'603 CHF 16'376 CHF 97.37% 97.37%
12.11.2024 0.92% 5.53 CHF 5.55 CHF 10'000 5'000 10'000 2'980 53'870 CHF 16'188 CHF 99.62% 99.62%
11.11.2024 1.05% 5.17 CHF 5.20 CHF 10'000 5'000 17'910 2'874 86'455 CHF 14'256 CHF 99.68% 99.68%
08.11.2024 1.20% 4.42 CHF 4.45 CHF 20'000 5'000 20'000 2'880 85'247 CHF 12'515 CHF 99.40% 99.40%
07.11.2024 1.00% 4.49 CHF 4.51 CHF 20'000 5'000 18'106 2'979 88'017 CHF 14'484 CHF 99.09% 99.09%

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