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 0.47% 2.34 CHF 2.36 CHF 30'000 1'000 24'972 1'000 61'616 CHF 2'494 CHF 99.65% 99.65%
19.11.2024 0.43% 2.63 CHF 2.64 CHF 20'000 1'000 20'004 1'000 52'069 CHF 2'614 CHF 99.66% 99.66%
18.11.2024 0.53% 2.40 CHF 2.41 CHF 30'000 1'000 30'000 1'000 66'380 CHF 2'224 CHF 98.85% 98.85%
15.11.2024 0.48% 2.35 CHF 2.36 CHF 30'000 1'000 21'911 1'000 55'722 CHF 2'570 CHF 96.21% 96.21%
14.11.2024 0.44% 2.71 CHF 2.73 CHF 20'000 1'000 20'958 1'000 54'175 CHF 2'602 CHF 99.66% 99.66%
13.11.2024 0.41% 2.46 CHF 2.47 CHF 30'000 1'000 20'751 1'000 58'348 CHF 2'837 CHF 97.40% 97.40%
12.11.2024 0.41% 2.67 CHF 2.68 CHF 20'000 1'000 20'000 1'000 55'858 CHF 2'804 CHF 99.58% 99.58%
11.11.2024 0.36% 3.01 CHF 3.03 CHF 20'000 1'000 20'000 1'000 66'182 CHF 3'321 CHF 99.65% 99.65%
08.11.2024 0.31% 3.72 CHF 3.73 CHF 20'000 1'000 20'000 1'000 76'989 CHF 3'861 CHF 99.39% 99.39%
07.11.2024 0.35% 3.63 CHF 3.65 CHF 20'000 1'000 20'000 1'000 65'145 CHF 3'269 CHF 99.07% 99.07%

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