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 1.20% 3.04 CHF 3.05 CHF 26'000 26'000 11'423 11'423 34'671 CHF 34'966 CHF 99.90% 99.90%
19.11.2024 1.28% 2.89 CHF 2.90 CHF 27'200 27'200 11'863 11'863 33'910 CHF 34'214 CHF 100.00% 100.00%
18.11.2024 1.31% 2.83 CHF 2.84 CHF 27'900 27'900 12'462 12'462 34'844 CHF 35'170 CHF 99.87% 99.87%
15.11.2024 1.26% 2.75 CHF 2.76 CHF 28'400 28'400 12'701 12'701 35'862 CHF 36'193 CHF 98.32% 98.32%
14.11.2024 1.34% 2.68 CHF 2.69 CHF 28'000 28'000 12'553 12'553 33'685 CHF 34'013 CHF 100.00% 100.00%
13.11.2024 1.25% 2.78 CHF 2.79 CHF 27'700 27'700 12'238 12'238 34'894 CHF 35'210 CHF 99.62% 99.62%
12.11.2024 1.43% 2.83 CHF 2.84 CHF 24'300 24'300 10'735 10'735 31'634 CHF 31'959 CHF 100.00% 100.00%
11.11.2024 1.27% 3.24 CHF 3.25 CHF 23'100 23'100 9'787 9'787 33'427 CHF 33'732 CHF 99.17% 99.17%
08.11.2024 1.30% 3.45 CHF 3.46 CHF 19'500 19'500 8'441 8'441 31'079 CHF 31'362 CHF 98.44% 98.44%
07.11.2024 1.16% 4.25 CHF 4.26 CHF 20'100 20'100 9'033 9'033 37'902 CHF 38'206 CHF 99.37% 99.37%

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