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 1.29% 2.53 CHF 2.54 CHF 20'000 7'500 28'408 5'270 65'699 CHF 12'559 CHF 99.27% 99.27%
19.11.2024 1.30% 2.34 CHF 2.36 CHF 30'000 7'500 30'000 5'277 69'109 CHF 12'327 CHF 99.34% 99.34%
18.11.2024 1.19% 2.37 CHF 2.38 CHF 30'000 10'000 29'609 5'813 71'447 CHF 14'198 CHF 98.28% 98.28%
15.11.2024 1.08% 2.62 CHF 2.64 CHF 20'000 10'000 20'880 5'921 54'195 CHF 15'520 CHF 86.93% 86.93%
14.11.2024 1.02% 2.84 CHF 2.86 CHF 20'000 10'000 20'000 5'806 56'353 CHF 16'586 CHF 99.32% 99.32%
13.11.2024 1.11% 2.69 CHF 2.71 CHF 20'000 10'000 23'570 5'912 59'696 CHF 15'319 CHF 95.60% 95.60%
12.11.2024 1.13% 2.70 CHF 2.72 CHF 20'000 7'500 20'000 5'285 52'072 CHF 13'973 CHF 95.94% 95.94%
11.11.2024 1.34% 2.44 CHF 2.46 CHF 30'000 7'500 30'000 5'299 66'008 CHF 11'932 CHF 96.74% 96.74%
08.11.2024 1.60% 2.17 CHF 2.19 CHF 30'000 7'500 30'000 5'610 56'921 CHF 10'922 CHF 87.54% 87.54%
07.11.2024 1.84% 1.52 CHF 1.54 CHF 40'000 7'500 32'899 5'139 54'906 CHF 8'671 CHF 82.19% 82.19%

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