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 3.06% 2.58 CHF 2.62 CHF 20'000 10'000 20'000 6'066 56'482 CHF 17'443 CHF 99.61% 99.61%
19.11.2024 - - CHF - CHF 0 0 0 0 0 CHF 0 CHF 0.00% 0.00%
18.11.2024 3.05% 2.80 CHF 2.85 CHF 20'000 10'000 20'000 7'768 53'533 CHF 21'440 CHF 99.63% 99.63%
15.11.2024 3.05% 2.77 CHF 2.82 CHF 20'000 10'000 20'659 7'854 53'046 CHF 20'866 CHF 96.64% 96.64%
14.11.2024 3.01% 2.79 CHF 2.83 CHF 20'000 10'000 20'000 7'769 55'011 CHF 22'025 CHF 99.59% 99.59%
13.11.2024 3.05% 2.71 CHF 2.75 CHF 20'000 10'000 20'000 7'827 53'876 CHF 21'672 CHF 97.55% 97.55%
12.11.2024 3.14% 2.72 CHF 2.77 CHF 20'000 10'000 20'000 7'768 54'122 CHF 21'669 CHF 99.63% 99.63%
11.11.2024 2.97% 2.83 CHF 2.87 CHF 20'000 10'000 20'000 7'769 53'655 CHF 21'559 CHF 99.61% 99.61%
08.11.2024 3.09% 2.65 CHF 2.69 CHF 20'000 10'000 28'207 7'775 68'230 CHF 19'565 CHF 99.61% 99.61%
07.11.2024 3.11% 2.29 CHF 2.33 CHF 30'000 10'000 22'646 7'774 56'342 CHF 19'946 CHF 99.60% 99.60%

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