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 0.27% 3.82 CHF 3.83 CHF 25'000 25'000 21'087 15'217 76'984 CHF 55'913 CHF 99.68% 99.68%
19.11.2024 1.19% 3.61 CHF 3.62 CHF 25'000 25'000 12'678 10'252 47'674 CHF 38'589 CHF 95.93% 95.93%
18.11.2024 0.27% 3.62 CHF 3.63 CHF 25'000 25'000 21'090 15'225 77'221 CHF 55'819 CHF 99.39% 99.39%
15.11.2024 1.99% 4.30 CHF 4.39 CHF 2'500 2'500 1'523 1'523 6'794 CHF 6'931 CHF 99.20% 99.20%
14.11.2024 2.19% 4.29 CHF 4.38 CHF 2'500 2'500 1'522 1'522 6'231 CHF 6'368 CHF 99.52% 99.52%
13.11.2024 1.90% 4.05 CHF 4.06 CHF 25'000 25'000 6'294 6'294 24'769 CHF 24'911 CHF 97.28% 97.28%
12.11.2024 2.10% 3.71 CHF 3.80 CHF 2'500 2'500 5'706 4'034 19'103 CHF 13'794 CHF 97.84% 97.84%
11.11.2024 0.27% 3.36 CHF 3.37 CHF 25'000 25'000 21'074 15'186 77'108 CHF 55'541 CHF 98.59% 98.59%
08.11.2024 0.21% 4.35 CHF 4.36 CHF 25'000 25'000 21'087 15'217 99'403 CHF 71'380 CHF 99.46% 99.46%
07.11.2024 0.20% 4.80 CHF 4.81 CHF 25'000 25'000 15'225 15'225 76'635 CHF 76'787 CHF 99.36% 99.36%

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