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
03.12.2024 1.24% 2.89 CHF 2.91 CHF 20'000 10'000 20'000 3'754 57'046 CHF 10'900 CHF 98.55% 98.55%
02.12.2024 1.28% 2.92 CHF 2.94 CHF 20'000 10'000 20'000 3'853 55'319 CHF 11'093 CHF 93.38% 93.38%
29.11.2024 1.29% 2.86 CHF 2.88 CHF 20'000 10'000 20'000 3'740 54'984 CHF 10'519 CHF 96.78% 96.78%
28.11.2024 1.47% 2.75 CHF 2.79 CHF 20'000 2'000 20'000 2'000 53'998 CHF 5'480 CHF 96.49% 96.49%
27.11.2024 1.40% 2.28 CHF 2.30 CHF 30'000 10'000 22'187 3'751 55'202 CHF 9'200 CHF 98.80% 98.80%
26.11.2024 1.30% 2.70 CHF 2.72 CHF 20'000 10'000 20'000 3'750 54'510 CHF 10'357 CHF 98.87% 98.87%
25.11.2024 1.08% 2.79 CHF 2.81 CHF 20'000 10'000 20'000 3'747 64'817 CHF 11'547 CHF 96.40% 96.40%
22.11.2024 1.39% 3.50 CHF 3.53 CHF 20'000 5'000 20'000 1'865 76'194 CHF 7'026 CHF 99.49% 99.49%
20.11.2024 1.46% 3.78 CHF 4.12 CHF 20'000 1'000 19'734 1'000 80'630 CHF 4'146 CHF 65.50% 98.69%
19.11.2024 1.04% 3.66 CHF 3.68 CHF 20'000 10'000 20'000 3'736 68'371 CHF 13'114 CHF 99.60% 99.60%

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