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 2.58% 2.81 CHF 2.82 CHF 37'200 37'200 14'579 14'579 38'691 CHF 39'279 CHF 99.82% 99.82%
19.11.2024 2.60% 2.23 CHF 2.24 CHF 46'000 46'000 12'635 12'635 27'174 CHF 27'403 CHF 99.92% 99.92%
18.11.2024 1.79% 2.16 CHF 2.17 CHF 34'100 34'100 12'594 12'594 31'027 CHF 31'385 CHF 99.90% 99.90%
15.11.2024 1.64% 2.42 CHF 2.43 CHF 41'500 41'500 15'615 15'615 37'552 CHF 37'949 CHF 99.52% 99.52%
14.11.2024 1.76% 2.26 CHF 2.27 CHF 41'100 41'100 16'295 16'295 36'095 CHF 36'521 CHF 100.00% 100.00%
13.11.2024 1.65% 2.16 CHF 2.17 CHF 53'800 53'800 20'068 20'068 39'400 CHF 39'819 CHF 100.00% 100.00%
12.11.2024 2.37% 1.79 CHF 1.80 CHF 59'000 59'000 14'302 14'302 24'434 CHF 24'747 CHF 99.95% 99.95%
11.11.2024 2.63% 1.51 CHF 1.52 CHF 67'900 67'900 18'698 18'698 27'074 CHF 27'359 CHF 99.88% 99.88%
08.11.2024 1.66% 1.40 CHF 1.41 CHF 60'300 60'300 24'250 24'250 36'257 CHF 36'720 CHF 100.00% 100.00%
07.11.2024 1.92% 1.51 CHF 1.52 CHF 55'700 55'700 21'708 21'708 34'066 CHF 34'539 CHF 99.87% 99.87%

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