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 1.30% 1.72 CHF 1.74 CHF 30'000 10'000 30'000 10'000 52'525 CHF 17'738 CHF 100.00% 100.00%
19.11.2024 1.41% 1.71 CHF 1.74 CHF 30'000 10'000 33'117 10'000 55'280 CHF 16'959 CHF 99.99% 99.99%
18.11.2024 1.61% 1.68 CHF 1.71 CHF 30'000 10'000 38'123 9'445 62'792 CHF 15'820 CHF 99.43% 99.43%
15.11.2024 1.53% 1.61 CHF 1.64 CHF 40'000 10'000 40'000 10'000 63'847 CHF 16'207 CHF 94.50% 94.50%
14.11.2024 1.22% 1.77 CHF 1.79 CHF 30'000 10'000 30'000 10'000 55'219 CHF 18'632 CHF 99.44% 99.44%
13.11.2024 1.29% 1.86 CHF 1.88 CHF 30'000 10'000 30'000 9'982 54'495 CHF 18'367 CHF 97.60% 97.60%
12.11.2024 1.27% 1.83 CHF 1.85 CHF 30'000 10'000 30'000 10'000 55'171 CHF 18'626 CHF 98.69% 98.69%
11.11.2024 1.27% 1.84 CHF 1.87 CHF 30'000 10'000 30'000 10'000 54'130 CHF 18'274 CHF 66.13% 66.13%
08.11.2024 1.45% 1.67 CHF 1.69 CHF 30'000 10'000 35'497 10'000 58'625 CHF 16'792 CHF 90.93% 90.93%
07.11.2024 1.39% 1.62 CHF 1.64 CHF 40'000 10'000 39'991 9'975 65'083 CHF 16'463 CHF 32.18% 32.18%

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