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 2.40% 1.51 CHF 1.53 CHF 40'000 25'000 40'000 12'934 62'113 CHF 20'483 CHF 99.64% 99.64%
19.11.2024 2.50% 1.51 CHF 1.53 CHF 40'000 25'000 40'000 12'934 60'675 CHF 19'997 CHF 99.62% 99.62%
18.11.2024 2.54% 1.56 CHF 1.57 CHF 40'000 25'000 40'000 12'932 61'113 CHF 20'169 CHF 99.66% 99.66%
15.11.2024 2.45% 1.55 CHF 1.56 CHF 40'000 20'000 40'000 11'868 62'384 CHF 18'910 CHF 99.58% 99.58%
14.11.2024 2.06% 1.75 CHF 1.77 CHF 30'000 20'000 30'000 11'866 54'897 CHF 22'029 CHF 99.65% 99.65%
13.11.2024 2.07% 1.93 CHF 1.95 CHF 30'000 20'000 30'000 12'280 54'134 CHF 22'801 CHF 91.01% 91.01%
12.11.2024 2.03% 1.74 CHF 1.76 CHF 30'000 20'000 30'000 11'866 55'279 CHF 22'172 CHF 99.67% 99.67%
11.11.2024 2.02% 1.85 CHF 1.86 CHF 30'000 20'000 30'000 11'883 57'709 CHF 23'199 CHF 98.75% 98.75%
08.11.2024 2.31% 1.83 CHF 1.84 CHF 30'000 20'000 37'907 11'882 61'366 CHF 20'007 CHF 99.67% 99.67%
07.11.2024 2.25% 1.62 CHF 1.63 CHF 40'000 20'000 32'162 11'881 54'481 CHF 20'433 CHF 99.65% 99.65%

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