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 2.20% 1.70 CHF 1.71 CHF 30'000 25'000 30'000 12'933 52'142 CHF 22'891 CHF 99.65% 99.65%
19.11.2024 2.20% 1.70 CHF 1.71 CHF 30'000 25'000 30'346 12'933 51'635 CHF 22'387 CHF 99.63% 99.63%
18.11.2024 2.16% 1.74 CHF 1.76 CHF 30'000 25'000 30'216 12'931 51'806 CHF 22'566 CHF 99.67% 99.67%
15.11.2024 2.16% 1.73 CHF 1.75 CHF 30'000 20'000 30'000 11'867 52'382 CHF 21'116 CHF 99.60% 99.60%
14.11.2024 1.92% 1.94 CHF 1.95 CHF 30'000 20'000 30'000 11'865 60'461 CHF 24'239 CHF 99.67% 99.67%
13.11.2024 1.87% 2.12 CHF 2.13 CHF 30'000 20'000 30'000 11'985 59'641 CHF 24'453 CHF 97.00% 97.00%
12.11.2024 1.87% 1.93 CHF 1.94 CHF 30'000 20'000 30'000 11'865 60'797 CHF 24'359 CHF 99.69% 99.69%
11.11.2024 1.80% 2.03 CHF 2.05 CHF 30'000 20'000 30'000 11'882 63'250 CHF 25'382 CHF 98.77% 98.77%
08.11.2024 2.11% 2.01 CHF 2.02 CHF 30'000 20'000 30'000 11'881 54'254 CHF 22'178 CHF 99.68% 99.68%
07.11.2024 1.98% 1.80 CHF 1.81 CHF 30'000 20'000 30'000 11'881 56'483 CHF 22'603 CHF 99.65% 99.65%

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