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 1.34% 1.77 CHF 1.79 CHF 30'000 10'000 30'000 10'000 53'853 CHF 18'193 CHF 100.00% 100.00%
19.11.2024 1.35% 1.75 CHF 1.78 CHF 30'000 10'000 30'714 10'000 52'501 CHF 17'339 CHF 99.99% 99.99%
18.11.2024 1.52% 1.72 CHF 1.74 CHF 30'000 10'000 31'039 9'445 52'469 CHF 16'211 CHF 99.43% 99.43%
15.11.2024 1.35% 1.67 CHF 1.69 CHF 30'000 10'000 38'416 10'000 63'156 CHF 16'678 CHF 94.50% 94.50%
14.11.2024 1.22% 1.82 CHF 1.84 CHF 30'000 10'000 30'000 10'000 56'431 CHF 19'042 CHF 99.44% 99.44%
13.11.2024 1.26% 1.90 CHF 1.92 CHF 30'000 10'000 30'000 9'981 55'735 CHF 18'778 CHF 94.41% 94.41%
12.11.2024 1.28% 1.86 CHF 1.89 CHF 30'000 10'000 30'000 10'000 56'021 CHF 18'915 CHF 98.69% 98.69%
11.11.2024 1.27% 1.87 CHF 1.90 CHF 30'000 10'000 30'000 10'000 55'241 CHF 18'649 CHF 66.13% 66.13%
08.11.2024 1.37% 1.71 CHF 1.73 CHF 30'000 10'000 32'004 10'000 54'125 CHF 17'170 CHF 90.93% 90.93%
07.11.2024 1.39% 1.64 CHF 1.67 CHF 40'000 10'000 35'898 9'975 59'422 CHF 16'766 CHF 32.18% 32.18%

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