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 2.55% 0.69 CHF 0.70 CHF 50'000 50'000 18'772 18'772 12'905 CHF 13'171 CHF 98.55% 98.55%
02.12.2024 2.45% 0.69 CHF 0.70 CHF 30'000 30'000 11'647 11'647 8'097 CHF 8'259 CHF 91.89% 91.89%
29.11.2024 2.48% 0.69 CHF 0.70 CHF 30'000 30'000 11'220 11'220 7'879 CHF 8'038 CHF 96.77% 96.77%
28.11.2024 2.73% 0.71 CHF 0.73 CHF 6'000 6'000 6'000 6'000 4'332 CHF 4'452 CHF 96.49% 96.49%
27.11.2024 2.31% 0.82 CHF 0.83 CHF 50'000 50'000 18'753 18'753 14'769 CHF 15'035 CHF 98.79% 98.79%
26.11.2024 2.43% 0.74 CHF 0.75 CHF 30'000 30'000 11'249 11'249 8'173 CHF 8'332 CHF 98.86% 98.86%
25.11.2024 2.71% 0.73 CHF 0.74 CHF 50'000 50'000 18'866 18'866 12'944 CHF 13'210 CHF 96.81% 96.81%
22.11.2024 3.00% 0.63 CHF 0.64 CHF 50'000 50'000 18'654 18'654 11'237 CHF 11'502 CHF 99.48% 99.48%
20.11.2024 - 0.59 CHF - CHF 50'000 0 0 0 0 CHF 0 CHF 0.00% 98.68%
19.11.2024 2.85% 0.62 CHF 0.71 CHF 50'000 10'000 10'000 10'000 6'920 CHF 7'120 CHF 0.28% 99.59%

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