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 1.47% 2.67 CHF 2.68 CHF 25'000 25'000 21'066 12'933 54'880 CHF 34'178 CHF 99.65% 99.65%
19.11.2024 1.47% 2.65 CHF 2.67 CHF 25'000 25'000 21'066 12'933 55'428 CHF 34'537 CHF 99.64% 99.64%
18.11.2024 1.47% 2.63 CHF 2.64 CHF 25'000 25'000 21'065 12'931 55'577 CHF 34'608 CHF 99.68% 99.68%
15.11.2024 1.46% 2.65 CHF 2.67 CHF 20'000 20'000 20'000 11'867 52'364 CHF 31'538 CHF 99.59% 99.59%
14.11.2024 1.58% 2.45 CHF 2.47 CHF 30'000 20'000 30'000 11'865 70'777 CHF 28'509 CHF 99.67% 99.67%
13.11.2024 1.56% 2.25 CHF 2.27 CHF 30'000 20'000 30'000 11'960 70'762 CHF 28'434 CHF 97.54% 97.54%
12.11.2024 1.69% 2.44 CHF 2.45 CHF 30'000 20'000 30'000 11'865 69'479 CHF 28'031 CHF 99.69% 99.69%
11.11.2024 1.70% 2.33 CHF 2.34 CHF 30'000 20'000 30'000 11'882 66'775 CHF 26'975 CHF 98.77% 98.77%
08.11.2024 1.48% 2.32 CHF 2.34 CHF 30'000 20'000 22'176 11'881 55'011 CHF 29'760 CHF 99.68% 99.68%
07.11.2024 1.55% 2.53 CHF 2.54 CHF 20'000 20'000 28'019 11'881 67'978 CHF 29'481 CHF 99.66% 99.66%

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