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 0.91% 3.51 CHF 3.52 CHF 20'000 7'500 20'000 5'270 66'098 CHF 17'713 CHF 99.26% 99.26%
19.11.2024 0.91% 3.32 CHF 3.33 CHF 20'000 7'500 20'000 5'277 65'570 CHF 17'470 CHF 99.32% 99.32%
18.11.2024 0.85% 3.34 CHF 3.36 CHF 20'000 10'000 20'000 5'813 67'878 CHF 19'893 CHF 98.26% 98.26%
15.11.2024 0.79% 3.60 CHF 3.62 CHF 20'000 10'000 20'000 5'922 71'643 CHF 21'336 CHF 86.80% 86.80%
14.11.2024 0.76% 3.82 CHF 3.84 CHF 20'000 10'000 20'000 5'807 75'997 CHF 22'290 CHF 99.28% 99.28%
13.11.2024 0.81% 3.67 CHF 3.68 CHF 20'000 10'000 20'000 5'902 70'404 CHF 21'050 CHF 95.89% 95.89%
12.11.2024 0.83% 3.68 CHF 3.69 CHF 20'000 7'500 20'000 5'285 71'538 CHF 19'119 CHF 95.92% 95.92%
11.11.2024 0.93% 3.41 CHF 3.43 CHF 20'000 7'500 20'000 5'300 63'427 CHF 17'080 CHF 96.72% 96.72%
08.11.2024 1.05% 3.14 CHF 3.15 CHF 20'000 7'500 20'000 5'610 57'209 CHF 16'325 CHF 87.53% 87.53%
07.11.2024 1.18% 2.49 CHF 2.50 CHF 30'000 7'500 20'829 5'139 54'923 CHF 13'636 CHF 82.18% 82.18%

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