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 11.84% 4.94 CHF 5.24 CHF 30'000 30'000 22'172 11'212 96'536 CHF 55'643 CHF 99.63% 99.63%
19.11.2024 11.25% 4.70 CHF 5.00 CHF 30'000 30'000 22'172 11'213 100'140 CHF 56'180 CHF 99.65% 99.65%
18.11.2024 10.09% 4.12 CHF 4.42 CHF 20'000 20'000 14'283 7'483 69'145 CHF 38'091 CHF 99.43% 99.43%
15.11.2024 9.93% 5.81 CHF 6.11 CHF 30'000 30'000 17'483 11'213 91'892 CHF 65'316 CHF 99.64% 99.64%
14.11.2024 11.84% 4.69 CHF 4.99 CHF 30'000 30'000 22'169 11'206 95'142 CHF 53'853 CHF 99.61% 99.61%
13.11.2024 8.88% 4.20 CHF 4.40 CHF 50'000 50'000 26'654 18'872 103'320 CHF 79'118 CHF 97.57% 97.57%
12.11.2024 10.29% 3.71 CHF 3.91 CHF 50'000 50'000 26'542 18'723 89'006 CHF 68'899 CHF 99.24% 99.24%
11.11.2024 8.38% 3.21 CHF 3.36 CHF 50'000 50'000 26'515 18'687 82'765 CHF 63'053 CHF 99.64% 99.64%
08.11.2024 9.43% 2.81 CHF 2.96 CHF 50'000 50'000 27'247 18'687 74'173 CHF 55'308 CHF 99.63% 99.63%
07.11.2024 10.16% 3.03 CHF 3.23 CHF 50'000 50'000 26'515 18'687 85'735 CHF 64'618 CHF 99.63% 99.63%

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