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 7.60% 0.63 CHF 0.68 CHF 30'000 30'000 30'000 30'000 19'084 CHF 20'584 CHF 100.00% 100.00%
19.11.2024 6.33% 0.69 CHF 0.74 CHF 30'000 30'000 30'000 30'000 23'046 CHF 24'546 CHF 99.84% 99.84%
18.11.2024 5.36% 0.86 CHF 0.91 CHF 30'000 30'000 30'000 30'000 27'252 CHF 28'752 CHF 100.00% 100.00%
15.11.2024 5.21% 0.96 CHF 1.01 CHF 30'000 30'000 30'000 30'000 28'152 CHF 29'652 CHF 99.83% 99.83%
14.11.2024 3.55% 1.24 CHF 1.29 CHF 30'000 30'000 20'476 20'476 28'490 CHF 29'515 CHF 98.68% 98.68%
13.11.2024 7.52% 1.65 CHF 1.70 CHF 20'000 20'000 8'232 8'232 12'814 CHF 13'362 CHF 97.61% 97.61%
12.11.2024 2.62% 1.83 CHF 1.88 CHF 20'000 20'000 19'996 19'996 38'242 CHF 39'257 CHF 99.85% 99.85%
11.11.2024 2.64% 1.94 CHF 1.99 CHF 20'000 20'000 19'998 19'998 38'552 CHF 39'582 CHF 100.00% 100.00%
08.11.2024 2.82% 1.84 CHF 1.89 CHF 20'000 20'000 20'000 20'000 35'034 CHF 36'034 CHF 98.58% 98.58%
07.11.2024 2.81% 1.75 CHF 1.80 CHF 20'000 20'000 20'000 20'000 35'123 CHF 36'123 CHF 100.00% 100.00%

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