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 1.04% 4.90 CHF 4.95 CHF 20'000 10'000 20'000 10'000 95'573 CHF 48'286 CHF 99.54% 99.54%
19.11.2024 1.05% 4.72 CHF 4.77 CHF 20'000 10'000 20'000 10'000 95'194 CHF 48'097 CHF 99.50% 99.50%
18.11.2024 1.13% 4.37 CHF 4.42 CHF 20'000 10'000 20'000 10'000 88'166 CHF 44'583 CHF 99.48% 99.48%
15.11.2024 1.16% 4.30 CHF 4.35 CHF 20'000 10'000 20'000 10'000 85'945 CHF 43'472 CHF 90.74% 90.74%
14.11.2024 1.05% 4.50 CHF 4.55 CHF 20'000 10'000 19'331 10'000 91'102 CHF 47'735 CHF 99.16% 99.16%
13.11.2024 1.03% 5.14 CHF 5.19 CHF 10'000 10'000 17'580 10'000 84'600 CHF 49'043 CHF 97.40% 97.40%
12.11.2024 1.15% 4.55 CHF 4.60 CHF 20'000 10'000 20'000 10'000 86'601 CHF 43'801 CHF 99.50% 99.50%
11.11.2024 1.16% 4.20 CHF 4.25 CHF 20'000 10'000 20'000 10'000 86'095 CHF 43'547 CHF 99.50% 99.50%
08.11.2024 1.13% 4.52 CHF 4.57 CHF 20'000 10'000 20'000 10'000 88'027 CHF 44'514 CHF 99.49% 99.49%
07.11.2024 1.31% 3.83 CHF 3.88 CHF 20'000 10'000 20'000 10'000 75'650 CHF 38'325 CHF 98.66% 98.66%

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