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 2.64% 2.18 CHF 2.19 CHF 37'800 37'800 14'813 14'813 34'202 CHF 34'799 CHF 99.82% 99.82%
19.11.2024 3.01% 2.89 CHF 2.91 CHF 28'800 28'800 7'928 7'928 23'908 CHF 24'173 CHF 99.92% 99.92%
18.11.2024 1.74% 3.13 CHF 3.14 CHF 34'600 34'600 12'769 12'769 35'925 CHF 36'287 CHF 99.89% 99.89%
15.11.2024 1.86% 2.99 CHF 3.01 CHF 28'700 28'700 10'839 10'839 32'501 CHF 32'931 CHF 99.52% 99.52%
14.11.2024 1.71% 3.23 CHF 3.25 CHF 29'000 29'000 11'458 11'458 37'491 CHF 37'956 CHF 100.00% 100.00%
13.11.2024 1.70% 3.45 CHF 3.47 CHF 22'000 22'000 8'204 8'204 31'905 CHF 32'283 CHF 100.00% 100.00%
12.11.2024 1.98% 4.31 CHF 4.33 CHF 19'100 19'100 4'658 4'658 21'158 CHF 21'397 CHF 99.95% 99.95%
11.11.2024 1.99% 5.27 CHF 5.29 CHF 15'800 15'800 4'356 4'356 23'949 CHF 24'135 CHF 99.87% 99.87%
08.11.2024 1.68% 5.67 CHF 5.69 CHF 17'200 17'200 6'949 6'949 36'839 CHF 37'239 CHF 100.00% 100.00%
07.11.2024 1.57% 5.27 CHF 5.29 CHF 19'200 19'200 7'506 7'506 38'229 CHF 38'626 CHF 99.87% 99.87%

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