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 1.48% 2.26 CHF 2.28 CHF 30'000 7'500 30'000 5'269 61'915 CHF 11'171 CHF 99.34% 99.34%
19.11.2024 1.46% 2.08 CHF 2.10 CHF 30'000 7'500 30'000 5'276 61'238 CHF 10'941 CHF 99.40% 99.40%
18.11.2024 1.34% 2.10 CHF 2.12 CHF 30'000 10'000 30'000 5'812 64'534 CHF 12'669 CHF 98.34% 98.34%
15.11.2024 1.20% 2.36 CHF 2.38 CHF 30'000 10'000 29'665 5'916 69'321 CHF 13'956 CHF 87.35% 87.35%
14.11.2024 1.12% 2.58 CHF 2.60 CHF 20'000 10'000 20'440 5'805 52'204 CHF 15'062 CHF 99.39% 99.39%
13.11.2024 1.23% 2.43 CHF 2.45 CHF 30'000 10'000 30'000 5'924 68'526 CHF 13'808 CHF 95.29% 95.29%
12.11.2024 1.26% 2.44 CHF 2.46 CHF 30'000 7'500 29'802 5'284 69'820 CHF 12'599 CHF 96.05% 96.05%
11.11.2024 1.52% 2.18 CHF 2.20 CHF 30'000 7'500 30'000 5'298 58'250 CHF 10'559 CHF 96.80% 96.80%
08.11.2024 1.83% 1.91 CHF 1.93 CHF 30'000 7'500 37'625 5'610 61'321 CHF 9'489 CHF 87.57% 87.57%
07.11.2024 2.19% 1.27 CHF 1.28 CHF 40'000 7'500 40'283 5'138 57'218 CHF 7'357 CHF 82.24% 82.24%

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