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 6.83% 1.22 CHF 1.27 CHF 50'000 30'000 42'791 11'209 53'654 CHF 14'711 CHF 99.56% 99.56%
19.11.2024 6.59% 1.30 CHF 1.35 CHF 40'000 30'000 40'005 11'207 52'276 CHF 15'425 CHF 99.58% 99.58%
18.11.2024 5.81% 1.45 CHF 1.50 CHF 40'000 20'000 40'000 7'513 59'438 CHF 11'663 CHF 98.46% 98.46%
15.11.2024 5.61% 1.61 CHF 1.66 CHF 40'000 20'000 40'000 7'473 61'932 CHF 12'277 CHF 99.59% 99.59%
14.11.2024 5.22% 1.54 CHF 1.59 CHF 40'000 20'000 35'135 7'473 57'768 CHF 12'526 CHF 99.59% 99.59%
13.11.2024 5.94% 1.57 CHF 1.62 CHF 40'000 20'000 40'000 7'550 58'446 CHF 11'853 CHF 97.43% 97.43%
12.11.2024 5.90% 1.48 CHF 1.53 CHF 40'000 30'000 40'000 11'216 58'651 CHF 17'335 CHF 99.46% 99.46%
11.11.2024 4.25% 1.39 CHF 1.42 CHF 40'000 30'000 46'197 11'274 57'264 CHF 15'189 CHF 98.37% 98.37%
08.11.2024 4.50% 1.16 CHF 1.19 CHF 50'000 30'000 50'000 11'211 58'037 CHF 13'499 CHF 99.56% 99.56%
07.11.2024 4.41% 1.12 CHF 1.15 CHF 50'000 30'000 50'000 13'840 56'027 CHF 16'387 CHF 57.40% 57.40%

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