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 2.60% 4.78 CHF 4.90 CHF 20'000 5'000 19'368 5'000 91'861 CHF 24'384 CHF 100.00% 100.00%
19.11.2024 2.52% 5.08 CHF 5.22 CHF 10'000 5'000 10'147 5'000 54'948 CHF 27'799 CHF 84.94% 84.94%
18.11.2024 2.35% 5.43 CHF 5.56 CHF 10'000 5'000 11'207 5'000 59'919 CHF 27'746 CHF 99.54% 99.54%
15.11.2024 1.74% 5.33 CHF 5.41 CHF 10'000 10'000 18'821 10'000 82'737 CHF 45'193 CHF 77.20% 77.20%
14.11.2024 2.35% 3.23 CHF 3.31 CHF 20'000 10'000 20'000 10'000 65'662 CHF 33'612 CHF 99.44% 99.44%
13.11.2024 2.24% 3.27 CHF 3.34 CHF 20'000 10'000 20'000 9'937 69'308 CHF 35'216 CHF 98.88% 98.88%
12.11.2024 2.59% 3.11 CHF 3.20 CHF 20'000 10'000 20'000 10'000 64'467 CHF 33'077 CHF 88.40% 88.40%
11.11.2024 2.66% 3.42 CHF 3.51 CHF 20'000 10'000 20'000 10'000 66'720 CHF 34'260 CHF 98.45% 98.45%
08.11.2024 2.38% 3.66 CHF 3.75 CHF 20'000 10'000 20'000 10'000 76'092 CHF 38'963 CHF 100.00% 100.00%
07.11.2024 2.91% 3.74 CHF 3.85 CHF 20'000 7'500 20'000 7'500 74'368 CHF 28'710 CHF 39.69% 39.69%

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