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 1.78% 1.90 CHF 1.92 CHF 30'000 7'500 34'264 5'270 57'978 CHF 9'271 CHF 99.28% 99.28%
19.11.2024 1.77% 1.72 CHF 1.74 CHF 30'000 7'500 33'945 5'277 56'895 CHF 9'043 CHF 99.35% 99.35%
18.11.2024 1.62% 1.74 CHF 1.76 CHF 30'000 10'000 30'009 5'813 53'689 CHF 10'567 CHF 98.29% 98.29%
15.11.2024 1.43% 2.00 CHF 2.01 CHF 30'000 10'000 29'999 5'920 59'257 CHF 11'815 CHF 87.00% 87.00%
14.11.2024 1.32% 2.22 CHF 2.23 CHF 30'000 10'000 30'000 5'806 65'738 CHF 12'950 CHF 99.33% 99.33%
13.11.2024 1.46% 2.07 CHF 2.08 CHF 30'000 10'000 30'000 5'924 57'675 CHF 11'664 CHF 95.27% 95.27%
12.11.2024 1.52% 2.08 CHF 2.10 CHF 30'000 7'500 30'000 5'285 59'458 CHF 10'690 CHF 95.96% 95.96%
11.11.2024 1.87% 1.82 CHF 1.84 CHF 30'000 7'500 37'810 5'299 59'362 CHF 8'647 CHF 96.75% 96.75%
08.11.2024 2.35% 1.55 CHF 1.57 CHF 40'000 7'500 45'946 5'610 58'502 CHF 7'471 CHF 87.55% 87.55%
07.11.2024 2.89% 0.91 CHF 0.92 CHF 60'000 7'500 51'729 5'139 54'656 CHF 5'502 CHF 82.20% 82.20%

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