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 9.13% 1.79 CHF 1.89 CHF 30'000 20'000 30'000 7'474 55'613 CHF 14'729 CHF 99.59% 99.59%
19.11.2024 8.70% 1.94 CHF 2.04 CHF 30'000 10'000 30'000 3'737 58'668 CHF 7'831 CHF 99.61% 99.61%
18.11.2024 7.43% 2.23 CHF 2.33 CHF 30'000 10'000 30'000 3'757 69'031 CHF 9'147 CHF 98.49% 98.49%
15.11.2024 7.10% 2.54 CHF 2.64 CHF 20'000 10'000 28'175 3'737 68'235 CHF 9'780 CHF 99.62% 99.62%
14.11.2024 6.50% 2.42 CHF 2.52 CHF 30'000 10'000 21'669 3'737 56'635 CHF 10'028 CHF 99.62% 99.62%
13.11.2024 7.62% 2.48 CHF 2.58 CHF 30'000 10'000 29'986 3'774 67'846 CHF 9'355 CHF 97.56% 97.56%
12.11.2024 7.55% 2.30 CHF 2.40 CHF 30'000 10'000 30'000 3'739 68'206 CHF 9'096 CHF 99.49% 99.49%
11.11.2024 4.72% 2.13 CHF 2.18 CHF 30'000 20'000 30'000 7'517 56'238 CHF 15'418 CHF 98.40% 98.40%
08.11.2024 5.05% 1.72 CHF 1.77 CHF 30'000 20'000 30'638 7'475 52'622 CHF 13'380 CHF 99.59% 99.59%
07.11.2024 5.01% 1.65 CHF 1.70 CHF 40'000 20'000 36'828 9'227 60'205 CHF 16'179 CHF 57.43% 57.43%

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