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 2.80% 0.79 CHF 0.80 CHF 30'000 30'000 16'261 16'261 13'384 CHF 13'703 CHF 99.83% 99.83%
19.11.2024 3.10% 0.76 CHF 0.77 CHF 40'000 40'000 18'503 18'503 13'766 CHF 14'107 CHF 99.26% 99.26%
18.11.2024 3.12% 0.72 CHF 0.73 CHF 40'000 40'000 12'772 12'772 9'268 CHF 9'477 CHF 98.63% 98.63%
15.11.2024 3.31% 0.75 CHF 0.76 CHF 40'000 40'000 18'625 18'625 13'285 CHF 13'625 CHF 99.57% 99.57%
14.11.2024 3.75% 0.66 CHF 0.67 CHF 40'000 40'000 18'590 18'590 11'434 CHF 11'775 CHF 99.73% 99.73%
13.11.2024 3.80% 0.65 CHF 0.66 CHF 40'000 40'000 18'819 18'819 11'693 CHF 12'034 CHF 96.46% 96.46%
12.11.2024 3.20% 0.61 CHF 0.62 CHF 40'000 40'000 18'659 18'659 12'749 CHF 13'089 CHF 98.98% 98.98%
11.11.2024 6.74% 0.80 CHF 0.81 CHF 40'000 40'000 6'555 6'555 5'341 CHF 5'623 CHF 98.96% 98.96%
08.11.2024 3.54% 0.78 CHF 0.79 CHF 40'000 40'000 18'538 18'538 12'715 CHF 13'055 CHF 99.78% 99.78%
07.11.2024 3.58% 0.66 CHF 0.67 CHF 40'000 40'000 18'577 18'577 11'932 CHF 12'272 CHF 98.84% 98.84%

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