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 1.34% 3.76 CHF 3.78 CHF 20'000 5'000 20'000 2'980 72'022 CHF 10'962 CHF 99.68% 99.68%
19.11.2024 1.37% 3.45 CHF 3.47 CHF 20'000 5'000 20'000 2'980 69'321 CHF 10'476 CHF 99.68% 99.68%
18.11.2024 1.21% 3.70 CHF 3.73 CHF 20'000 5'000 20'000 2'984 77'718 CHF 11'687 CHF 98.88% 98.88%
15.11.2024 1.31% 3.78 CHF 3.81 CHF 20'000 5'000 20'000 3'015 71'236 CHF 10'956 CHF 96.23% 96.23%
14.11.2024 1.33% 3.41 CHF 3.44 CHF 20'000 5'000 20'000 2'979 70'719 CHF 10'575 CHF 99.68% 99.68%
13.11.2024 1.47% 3.65 CHF 3.68 CHF 20'000 5'000 20'000 3'009 65'350 CHF 10'111 CHF 96.82% 96.82%
12.11.2024 1.49% 3.43 CHF 3.46 CHF 20'000 5'000 20'000 2'980 65'937 CHF 9'959 CHF 99.62% 99.62%
11.11.2024 1.86% 3.08 CHF 3.11 CHF 20'000 5'000 20'000 2'874 55'466 CHF 8'264 CHF 99.68% 99.68%
08.11.2024 2.32% 2.35 CHF 2.38 CHF 30'000 5'000 29'985 2'880 65'796 CHF 6'556 CHF 99.42% 99.42%
07.11.2024 1.72% 2.42 CHF 2.45 CHF 30'000 5'000 21'370 2'979 59'384 CHF 8'308 CHF 99.09% 99.09%

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