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 1.39% 1.59 CHF 1.62 CHF 40'000 10'000 40'000 10'000 64'848 CHF 16'439 CHF 100.00% 100.00%
19.11.2024 1.48% 1.58 CHF 1.60 CHF 40'000 10'000 40'000 10'000 61'553 CHF 15'618 CHF 99.99% 99.99%
18.11.2024 1.74% 1.54 CHF 1.57 CHF 40'000 10'000 40'000 9'445 60'746 CHF 14'586 CHF 99.43% 99.43%
15.11.2024 1.52% 1.49 CHF 1.52 CHF 40'000 10'000 40'000 10'000 58'976 CHF 14'971 CHF 94.50% 94.50%
14.11.2024 1.38% 1.64 CHF 1.66 CHF 40'000 10'000 32'441 10'000 55'108 CHF 17'264 CHF 99.44% 99.44%
13.11.2024 1.41% 1.72 CHF 1.74 CHF 30'000 10'000 32'939 9'982 55'305 CHF 17'018 CHF 97.60% 97.60%
12.11.2024 1.39% 1.68 CHF 1.71 CHF 30'000 10'000 30'649 10'000 51'747 CHF 17'126 CHF 98.69% 98.69%
11.11.2024 1.35% 1.69 CHF 1.72 CHF 30'000 10'000 34'719 10'000 57'732 CHF 16'874 CHF 66.13% 66.13%
08.11.2024 1.47% 1.53 CHF 1.56 CHF 40'000 10'000 40'000 10'000 60'794 CHF 15'424 CHF 90.93% 90.93%
07.11.2024 1.52% 1.47 CHF 1.49 CHF 40'000 10'000 40'000 9'975 59'360 CHF 15'032 CHF 32.18% 32.18%

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