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 2.02% 0.74 CHF 0.76 CHF 30'000 30'000 29'903 29'903 22'698 CHF 23'103 CHF 82.88% 82.88%
19.11.2024 2.17% 0.73 CHF 0.74 CHF 70'000 70'000 32'050 32'050 22'922 CHF 23'357 CHF 87.01% 87.01%
18.11.2024 2.21% 0.70 CHF 0.72 CHF 35'000 35'000 20'341 20'341 14'344 CHF 14'634 CHF 87.74% 87.74%
15.11.2024 2.37% 0.72 CHF 0.73 CHF 70'000 70'000 30'821 30'821 21'412 CHF 21'852 CHF 88.69% 88.69%
14.11.2024 2.48% 0.67 CHF 0.68 CHF 70'000 70'000 31'972 31'972 20'565 CHF 21'007 CHF 83.30% 83.30%
13.11.2024 2.54% 0.66 CHF 0.67 CHF 70'000 70'000 31'118 31'118 19'896 CHF 20'329 CHF 84.81% 84.81%
12.11.2024 2.29% 0.63 CHF 0.64 CHF 70'000 70'000 30'457 30'457 20'656 CHF 21'080 CHF 93.70% 93.70%
11.11.2024 6.41% 0.74 CHF 0.75 CHF 70'000 70'000 11'760 11'760 8'772 CHF 9'212 CHF 88.31% 88.31%
08.11.2024 2.40% 0.72 CHF 0.73 CHF 70'000 70'000 31'092 31'092 20'789 CHF 21'215 CHF 92.73% 92.73%
07.11.2024 2.47% 0.66 CHF 0.67 CHF 70'000 70'000 30'757 30'757 19'893 CHF 20'325 CHF 87.02% 87.02%

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