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 1.69% 2.37 CHF 2.38 CHF 30'000 25'000 30'000 12'934 69'033 CHF 30'275 CHF 99.63% 99.63%
19.11.2024 1.63% 2.35 CHF 2.37 CHF 30'000 25'000 30'000 12'934 69'849 CHF 30'638 CHF 99.61% 99.61%
18.11.2024 1.59% 2.33 CHF 2.34 CHF 30'000 25'000 30'000 12'933 70'048 CHF 30'684 CHF 99.65% 99.65%
15.11.2024 1.64% 2.35 CHF 2.36 CHF 30'000 20'000 30'000 11'869 69'415 CHF 27'925 CHF 99.55% 99.55%
14.11.2024 1.87% 2.15 CHF 2.16 CHF 30'000 20'000 30'000 11'866 61'599 CHF 24'894 CHF 99.64% 99.64%
13.11.2024 1.76% 1.95 CHF 1.97 CHF 30'000 20'000 30'000 12'183 61'640 CHF 25'251 CHF 92.89% 92.89%
12.11.2024 1.87% 2.14 CHF 2.15 CHF 30'000 20'000 30'000 11'866 60'410 CHF 24'431 CHF 99.66% 99.66%
11.11.2024 1.97% 2.02 CHF 2.04 CHF 30'000 20'000 30'000 11'883 57'708 CHF 23'388 CHF 98.74% 98.74%
08.11.2024 1.70% 2.02 CHF 2.04 CHF 30'000 20'000 30'000 11'883 65'696 CHF 26'190 CHF 99.65% 99.65%
07.11.2024 1.82% 2.23 CHF 2.24 CHF 30'000 20'000 30'000 11'882 63'900 CHF 25'903 CHF 99.63% 99.63%

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