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 3.89% 20.99 CHF 21.78 CHF 5'676 1'000 5'631 1'000 111'865 CHF 20'650 CHF 99.37% 99.37%
19.11.2024 3.42% 19.08 CHF 19.78 CHF 6'341 2'000 6'400 2'000 129'565 CHF 41'892 CHF 83.38% 83.38%
18.11.2024 3.95% 17.33 CHF 18.03 CHF 6'381 2'000 6'386 2'000 110'232 CHF 35'909 CHF 100.00% 100.00%
15.11.2024 4.34% 16.99 CHF 17.72 CHF 6'037 2'000 6'017 2'000 99'093 CHF 34'394 CHF 99.99% 99.99%
14.11.2024 4.06% 17.76 CHF 18.54 CHF 5'654 1'000 5'701 1'000 107'425 CHF 19'613 CHF 99.52% 99.52%
13.11.2024 3.62% 18.75 CHF 19.42 CHF 6'692 2'000 6'670 1'975 123'433 CHF 37'884 CHF 99.32% 99.32%
12.11.2024 3.14% 17.48 CHF 18.02 CHF 8'641 2'000 8'572 2'000 143'091 CHF 34'445 CHF 100.00% 100.00%
11.11.2024 4.59% 12.36 CHF 12.93 CHF 7'679 2'000 7'651 2'000 92'255 CHF 25'246 CHF 100.00% 100.00%
08.11.2024 3.50% 13.61 CHF 14.07 CHF 9'694 2'500 9'608 2'500 124'628 CHF 33'579 CHF 100.00% 100.00%
07.11.2024 4.64% 10.71 CHF 11.20 CHF 8'780 2'500 8'774 2'500 90'845 CHF 27'099 CHF 91.77% 91.77%

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