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 0.81% 3.91 CHF 3.93 CHF 20'000 7'500 20'000 5'269 74'159 CHF 19'832 CHF 99.34% 99.34%
19.11.2024 0.81% 3.72 CHF 3.73 CHF 20'000 7'500 20'000 5'276 73'614 CHF 19'588 CHF 99.40% 99.40%
18.11.2024 0.76% 3.75 CHF 3.76 CHF 20'000 10'000 20'000 5'812 75'967 CHF 22'240 CHF 98.34% 98.34%
15.11.2024 0.71% 4.01 CHF 4.03 CHF 20'000 10'000 20'000 5'916 79'765 CHF 23'718 CHF 87.32% 87.32%
14.11.2024 0.69% 4.23 CHF 4.24 CHF 20'000 10'000 20'000 5'805 84'132 CHF 24'646 CHF 99.39% 99.39%
13.11.2024 0.72% 4.07 CHF 4.09 CHF 20'000 10'000 20'000 5'900 78'487 CHF 23'427 CHF 95.98% 95.98%
12.11.2024 0.75% 4.08 CHF 4.10 CHF 20'000 7'500 20'000 5'284 79'635 CHF 21'255 CHF 96.04% 96.04%
11.11.2024 0.85% 3.82 CHF 3.83 CHF 20'000 7'500 20'000 5'298 71'491 CHF 19'217 CHF 96.79% 96.79%
08.11.2024 0.91% 3.54 CHF 3.55 CHF 20'000 7'500 20'000 5'610 65'246 CHF 18'577 CHF 87.56% 87.56%
07.11.2024 1.01% 2.89 CHF 2.90 CHF 20'000 7'500 20'000 5'139 60'952 CHF 15'706 CHF 82.24% 82.24%

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