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 1.04% 3.06 CHF 3.07 CHF 20'000 7'500 20'000 5'270 57'153 CHF 15'353 CHF 99.27% 99.27%
19.11.2024 1.07% 2.87 CHF 2.89 CHF 20'000 7'500 20'000 5'277 56'644 CHF 15'117 CHF 99.33% 99.33%
18.11.2024 0.99% 2.90 CHF 2.91 CHF 20'000 10'000 20'000 5'813 58'914 CHF 17'289 CHF 98.27% 98.27%
15.11.2024 0.90% 3.16 CHF 3.17 CHF 20'000 10'000 20'000 5'922 62'667 CHF 18'676 CHF 86.86% 86.86%
14.11.2024 0.86% 3.37 CHF 3.39 CHF 20'000 10'000 20'000 5'807 67'008 CHF 19'680 CHF 99.30% 99.30%
13.11.2024 0.91% 3.22 CHF 3.24 CHF 20'000 10'000 20'000 5'926 61'466 CHF 18'490 CHF 95.20% 95.20%
12.11.2024 0.95% 3.23 CHF 3.25 CHF 20'000 7'500 20'000 5'285 62'633 CHF 16'766 CHF 95.93% 95.93%
11.11.2024 1.11% 2.97 CHF 2.98 CHF 20'000 7'500 20'000 5'300 54'533 CHF 14'726 CHF 96.73% 96.73%
08.11.2024 1.25% 2.69 CHF 2.71 CHF 20'000 7'500 27'934 5'610 67'130 CHF 13'852 CHF 87.54% 87.54%
07.11.2024 1.41% 2.05 CHF 2.06 CHF 30'000 7'500 30'000 5'139 66'047 CHF 11'362 CHF 82.19% 82.19%

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