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 0.25% 3.89 CHF 3.90 CHF 50'000 50'000 30'431 30'431 121'359 CHF 121'663 CHF 99.66% 99.66%
19.11.2024 0.96% 4.00 CHF 4.01 CHF 50'000 50'000 20'500 20'500 80'137 CHF 80'409 CHF 95.91% 95.91%
18.11.2024 0.25% 4.02 CHF 4.03 CHF 50'000 50'000 30'447 30'447 121'985 CHF 122'290 CHF 99.36% 99.36%
15.11.2024 2.03% 3.53 CHF 3.60 CHF 5'000 5'000 3'046 3'046 10'438 CHF 10'651 CHF 99.18% 99.18%
14.11.2024 1.88% 3.53 CHF 3.60 CHF 5'000 5'000 3'044 3'044 11'192 CHF 11'405 CHF 99.50% 99.50%
13.11.2024 1.49% 3.73 CHF 3.74 CHF 50'000 50'000 12'590 12'590 47'759 CHF 48'005 CHF 97.26% 97.26%
12.11.2024 0.86% 3.92 CHF 3.93 CHF 50'000 50'000 22'998 22'998 92'433 CHF 92'724 CHF 97.82% 97.82%
11.11.2024 0.25% 4.16 CHF 4.17 CHF 50'000 50'000 30'372 30'372 120'466 CHF 120'769 CHF 98.59% 98.59%
08.11.2024 0.31% 3.46 CHF 3.47 CHF 50'000 50'000 30'434 30'434 98'280 CHF 98'584 CHF 99.44% 99.44%
07.11.2024 0.33% 3.15 CHF 3.16 CHF 50'000 50'000 30'449 30'449 91'615 CHF 91'919 CHF 99.34% 99.34%

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