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 3.40% 6.01 CHF 6.11 CHF 20'000 20'000 14'073 7'474 74'666 CHF 42'561 CHF 99.64% 99.64%
19.11.2024 4.19% 5.58 CHF 5.73 CHF 10'000 10'000 10'000 3'738 62'026 CHF 23'352 CHF 99.66% 99.66%
18.11.2024 3.85% 6.34 CHF 6.49 CHF 10'000 10'000 10'000 3'739 67'861 CHF 25'959 CHF 99.57% 99.57%
15.11.2024 4.09% 7.54 CHF 7.69 CHF 10'000 10'000 10'000 3'738 64'775 CHF 26'031 CHF 99.66% 99.66%
14.11.2024 3.38% 6.08 CHF 6.18 CHF 20'000 20'000 12'712 7'476 67'788 CHF 42'230 CHF 99.66% 99.66%
13.11.2024 3.80% 5.04 CHF 5.14 CHF 20'000 20'000 20'000 7'548 92'780 CHF 37'332 CHF 97.59% 97.59%
12.11.2024 3.61% 4.94 CHF 5.04 CHF 20'000 20'000 19'840 7'475 95'915 CHF 37'024 CHF 99.65% 99.65%
11.11.2024 3.38% 4.99 CHF 5.09 CHF 20'000 10'000 11'498 3'738 59'122 CHF 19'559 CHF 99.65% 99.65%
08.11.2024 3.59% 5.29 CHF 5.39 CHF 20'000 20'000 19'398 7'475 95'290 CHF 38'840 CHF 99.65% 99.65%
07.11.2024 4.60% 5.27 CHF 5.42 CHF 10'000 10'000 10'000 3'738 56'627 CHF 21'680 CHF 99.65% 99.65%

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