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 3.75% 1.11 CHF 1.14 CHF 50'000 5'000 45'127 2'980 55'467 CHF 3'736 CHF 99.68% 99.68%
19.11.2024 3.43% 1.40 CHF 1.42 CHF 40'000 5'000 40'000 2'980 54'477 CHF 4'179 CHF 99.68% 99.68%
18.11.2024 4.83% 1.16 CHF 1.19 CHF 50'000 5'000 57'229 2'984 54'815 CHF 3'052 CHF 98.88% 98.88%
15.11.2024 3.49% 1.11 CHF 1.14 CHF 50'000 5'000 41'750 3'015 54'465 CHF 4'007 CHF 96.23% 96.23%
14.11.2024 3.57% 1.48 CHF 1.50 CHF 40'000 5'000 40'960 2'979 54'776 CHF 4'223 CHF 99.68% 99.68%
13.11.2024 2.93% 1.23 CHF 1.26 CHF 50'000 5'000 36'086 3'009 56'682 CHF 4'781 CHF 96.81% 96.81%
12.11.2024 3.12% 1.45 CHF 1.47 CHF 40'000 5'000 38'497 2'980 59'849 CHF 4'797 CHF 99.61% 99.61%
11.11.2024 2.38% 1.81 CHF 1.83 CHF 30'000 5'000 30'000 2'874 62'605 CHF 5'980 CHF 99.68% 99.68%
08.11.2024 1.91% 2.52 CHF 2.54 CHF 20'000 5'000 21'272 2'880 55'890 CHF 7'644 CHF 99.42% 99.42%
07.11.2024 2.44% 2.43 CHF 2.45 CHF 30'000 5'000 30'000 2'979 61'099 CHF 6'375 CHF 99.09% 99.09%

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