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 0.99% 5.03 CHF 5.06 CHF 10'000 5'000 18'302 2'980 88'914 CHF 14'763 CHF 99.68% 99.68%
19.11.2024 1.00% 4.72 CHF 4.74 CHF 20'000 5'000 20'000 2'980 94'770 CHF 14'267 CHF 99.68% 99.68%
18.11.2024 0.91% 4.98 CHF 5.01 CHF 20'000 5'000 11'194 2'984 57'580 CHF 15'500 CHF 98.88% 98.88%
15.11.2024 0.97% 5.06 CHF 5.09 CHF 10'000 5'000 18'635 3'015 89'941 CHF 14'815 CHF 96.23% 96.23%
14.11.2024 0.97% 4.69 CHF 4.72 CHF 20'000 5'000 20'000 2'979 96'346 CHF 14'391 CHF 99.68% 99.68%
13.11.2024 1.06% 4.93 CHF 4.95 CHF 20'000 5'000 20'000 3'003 90'798 CHF 13'914 CHF 97.34% 97.34%
12.11.2024 1.08% 4.71 CHF 4.73 CHF 20'000 5'000 20'000 2'980 91'352 CHF 13'746 CHF 99.61% 99.61%
11.11.2024 1.26% 4.35 CHF 4.38 CHF 20'000 5'000 20'000 2'874 80'822 CHF 11'907 CHF 99.68% 99.68%
08.11.2024 1.47% 3.61 CHF 3.64 CHF 20'000 5'000 20'000 2'880 69'037 CHF 10'178 CHF 99.42% 99.42%
07.11.2024 1.20% 3.68 CHF 3.70 CHF 20'000 5'000 20'000 2'979 81'255 CHF 12'063 CHF 99.09% 99.09%

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