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 0.53% 5.82 CHF 5.85 CHF 10'000 10'000 10'000 10'000 56'204 CHF 56'504 CHF 99.49% 99.49%
19.11.2024 0.50% 5.98 CHF 6.01 CHF 10'000 10'000 10'000 10'000 60'008 CHF 60'308 CHF 97.55% 97.55%
18.11.2024 0.54% 5.45 CHF 5.48 CHF 10'000 10'000 10'000 10'000 55'178 CHF 55'478 CHF 99.40% 99.40%
15.11.2024 0.52% 5.65 CHF 5.68 CHF 10'000 10'000 10'000 10'000 57'059 CHF 57'359 CHF 98.85% 98.85%
14.11.2024 0.82% 5.80 CHF 5.85 CHF 10'000 10'000 10'000 10'000 60'572 CHF 61'072 CHF 99.50% 99.50%
13.11.2024 0.47% 6.78 CHF 6.81 CHF 10'000 10'000 10'000 10'000 63'231 CHF 63'531 CHF 95.88% 95.88%
12.11.2024 0.51% 6.24 CHF 6.27 CHF 10'000 10'000 10'000 10'000 58'638 CHF 58'938 CHF 99.57% 99.57%
11.11.2024 0.82% 5.55 CHF 5.60 CHF 10'000 10'000 10'000 10'000 60'717 CHF 61'217 CHF 94.72% 94.72%
08.11.2024 0.44% 7.00 CHF 7.03 CHF 10'000 10'000 10'000 10'000 68'288 CHF 68'588 CHF 91.95% 91.95%
07.11.2024 0.17% 6.00 CHF 6.01 CHF 10'000 1'000 10'000 1'000 57'722 CHF 5'782 CHF 58.32% 58.32%

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