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 6.69% 4.23 CHF 4.38 CHF 50'000 50'000 26'514 18'685 104'874 CHF 78'986 CHF 99.61% 99.61%
19.11.2024 6.49% 4.09 CHF 4.24 CHF 50'000 50'000 26'515 18'687 106'404 CHF 79'356 CHF 99.64% 99.64%
18.11.2024 8.11% 3.78 CHF 3.98 CHF 50'000 50'000 26'530 18'707 108'872 CHF 80'814 CHF 99.41% 99.41%
15.11.2024 6.08% 4.62 CHF 4.77 CHF 50'000 50'000 26'515 18'686 115'459 CHF 86'400 CHF 99.63% 99.63%
14.11.2024 6.78% 4.03 CHF 4.18 CHF 50'000 50'000 26'507 18'676 101'964 CHF 76'314 CHF 99.60% 99.60%
13.11.2024 4.91% 3.74 CHF 3.84 CHF 50'000 50'000 26'653 18'871 94'914 CHF 70'210 CHF 97.56% 97.56%
12.11.2024 5.41% 3.45 CHF 3.55 CHF 100'000 100'000 37'445 37'445 122'418 CHF 127'726 CHF 99.22% 99.22%
11.11.2024 5.71% 3.13 CHF 3.23 CHF 100'000 100'000 37'372 37'372 115'895 CHF 121'198 CHF 99.62% 99.62%
08.11.2024 6.17% 2.87 CHF 2.97 CHF 100'000 100'000 37'371 37'371 105'729 CHF 111'032 CHF 99.62% 99.62%
07.11.2024 5.45% 3.00 CHF 3.10 CHF 50'000 50'000 26'514 18'685 82'813 CHF 60'352 CHF 99.63% 99.63%

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