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 2.10% 2.46 CHF 2.49 CHF 30'000 5'000 29'233 2'980 67'212 CHF 7'105 CHF 99.63% 99.63%
19.11.2024 2.18% 2.16 CHF 2.18 CHF 30'000 5'000 30'000 2'980 65'241 CHF 6'629 CHF 99.64% 99.64%
18.11.2024 1.82% 2.41 CHF 2.43 CHF 30'000 5'000 22'274 2'984 57'251 CHF 7'815 CHF 98.83% 98.83%
15.11.2024 2.07% 2.48 CHF 2.50 CHF 30'000 5'000 29'875 3'015 67'483 CHF 7'031 CHF 96.19% 96.19%
14.11.2024 2.08% 2.11 CHF 2.14 CHF 30'000 5'000 30'000 2'980 66'974 CHF 6'692 CHF 99.64% 99.64%
13.11.2024 2.45% 2.36 CHF 2.38 CHF 30'000 5'000 30'000 3'008 59'162 CHF 6'212 CHF 96.88% 96.88%
12.11.2024 2.44% 2.14 CHF 2.17 CHF 30'000 5'000 30'000 2'980 60'089 CHF 6'103 CHF 99.56% 99.56%
11.11.2024 3.47% 1.79 CHF 1.82 CHF 30'000 5'000 38'108 2'874 55'981 CHF 4'554 CHF 99.64% 99.64%
08.11.2024 5.70% 1.07 CHF 1.09 CHF 50'000 5'000 61'528 2'881 54'912 CHF 2'864 CHF 99.36% 99.36%
07.11.2024 3.12% 1.14 CHF 1.16 CHF 50'000 5'000 40'803 2'984 61'112 CHF 4'482 CHF 99.63% 99.63%

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