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 5.84% 4.23 CHF 4.38 CHF 50'000 50'000 26'514 18'686 116'441 CHF 85'490 CHF 99.62% 99.62%
19.11.2024 6.01% 4.33 CHF 4.48 CHF 50'000 50'000 26'515 18'687 114'546 CHF 84'792 CHF 99.64% 99.64%
18.11.2024 4.14% 4.60 CHF 4.70 CHF 50'000 50'000 26'530 18'707 114'610 CHF 84'658 CHF 99.43% 99.43%
15.11.2024 6.08% 4.06 CHF 4.21 CHF 50'000 50'000 26'515 18'687 111'843 CHF 82'357 CHF 99.64% 99.64%
14.11.2024 5.56% 4.58 CHF 4.73 CHF 50'000 50'000 26'508 18'677 123'807 CHF 91'169 CHF 99.60% 99.60%
13.11.2024 5.15% 4.91 CHF 5.06 CHF 50'000 50'000 20'290 18'872 102'250 CHF 99'195 CHF 97.57% 97.57%
12.11.2024 4.75% 5.25 CHF 5.40 CHF 50'000 50'000 18'722 18'722 102'217 CHF 106'199 CHF 99.23% 99.23%
11.11.2024 4.57% 5.70 CHF 5.85 CHF 50'000 50'000 18'687 18'687 106'181 CHF 110'159 CHF 99.63% 99.63%
08.11.2024 4.34% 6.06 CHF 6.21 CHF 50'000 50'000 18'686 18'686 113'027 CHF 117'004 CHF 99.63% 99.63%
07.11.2024 4.68% 5.88 CHF 6.03 CHF 50'000 50'000 18'687 18'687 107'206 CHF 111'184 CHF 99.63% 99.63%

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