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 1.69% 3.02 CHF 3.05 CHF 20'000 5'000 20'000 2'980 57'396 CHF 8'783 CHF 99.68% 99.68%
19.11.2024 1.73% 2.72 CHF 2.75 CHF 20'000 5'000 20'000 2'980 54'741 CHF 8'304 CHF 99.69% 99.69%
18.11.2024 1.49% 2.97 CHF 3.00 CHF 20'000 5'000 20'000 2'984 63'067 CHF 9'502 CHF 98.88% 98.88%
15.11.2024 1.65% 3.05 CHF 3.07 CHF 20'000 5'000 20'000 3'015 56'559 CHF 8'743 CHF 96.24% 96.24%
14.11.2024 1.66% 2.68 CHF 2.71 CHF 20'000 5'000 20'031 2'979 56'112 CHF 8'387 CHF 99.68% 99.68%
13.11.2024 1.90% 2.92 CHF 2.95 CHF 20'000 5'000 25'795 3'008 64'890 CHF 7'917 CHF 96.82% 96.82%
12.11.2024 1.91% 2.71 CHF 2.73 CHF 20'000 5'000 22'811 2'980 58'217 CHF 7'789 CHF 99.62% 99.62%
11.11.2024 2.54% 2.35 CHF 2.38 CHF 30'000 5'000 30'000 2'873 61'403 CHF 6'177 CHF 99.68% 99.68%
08.11.2024 3.48% 1.63 CHF 1.66 CHF 40'000 5'000 39'654 2'880 58'039 CHF 4'481 CHF 99.41% 99.41%
07.11.2024 2.30% 1.70 CHF 1.73 CHF 30'000 5'000 30'039 2'979 62'441 CHF 6'157 CHF 99.09% 99.09%

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