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 1.59% 3.18 CHF 3.20 CHF 20'000 5'000 20'000 2'980 60'434 CHF 9'236 CHF 99.65% 99.65%
19.11.2024 1.64% 2.87 CHF 2.90 CHF 20'000 5'000 20'000 2'980 57'766 CHF 8'755 CHF 99.66% 99.66%
18.11.2024 1.42% 3.12 CHF 3.15 CHF 20'000 5'000 20'000 2'984 66'088 CHF 9'953 CHF 98.85% 98.85%
15.11.2024 1.57% 3.20 CHF 3.22 CHF 20'000 5'000 20'000 3'015 59'553 CHF 9'195 CHF 96.20% 96.20%
14.11.2024 1.58% 2.83 CHF 2.86 CHF 20'000 5'000 20'000 2'980 59'021 CHF 8'833 CHF 99.66% 99.66%
13.11.2024 1.82% 3.07 CHF 3.10 CHF 20'000 5'000 20'000 3'003 53'710 CHF 8'346 CHF 97.32% 97.32%
12.11.2024 1.82% 2.85 CHF 2.88 CHF 20'000 5'000 20'057 2'980 54'450 CHF 8'227 CHF 99.58% 99.58%
11.11.2024 2.35% 2.50 CHF 2.53 CHF 20'000 5'000 29'539 2'874 64'618 CHF 6'597 CHF 99.65% 99.65%
08.11.2024 3.18% 1.77 CHF 1.80 CHF 30'000 5'000 36'361 2'880 58'287 CHF 4'894 CHF 99.39% 99.39%
07.11.2024 2.15% 1.84 CHF 1.87 CHF 30'000 5'000 30'000 2'979 66'666 CHF 6'582 CHF 99.07% 99.07%

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