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 2.15% 1.75 CHF 1.76 CHF 30'000 25'000 30'000 12'934 53'635 CHF 23'537 CHF 99.64% 99.64%
19.11.2024 2.13% 1.75 CHF 1.76 CHF 30'000 25'000 30'000 12'934 52'552 CHF 23'030 CHF 99.61% 99.61%
18.11.2024 2.10% 1.79 CHF 1.81 CHF 30'000 25'000 30'000 12'933 52'944 CHF 23'211 CHF 99.65% 99.65%
15.11.2024 2.10% 1.78 CHF 1.80 CHF 30'000 20'000 30'000 11'869 53'880 CHF 21'711 CHF 99.54% 99.54%
14.11.2024 1.88% 1.99 CHF 2.00 CHF 30'000 20'000 30'000 11'866 61'956 CHF 24'833 CHF 99.64% 99.64%
13.11.2024 1.84% 2.17 CHF 2.18 CHF 30'000 20'000 30'000 11'990 61'124 CHF 25'058 CHF 96.88% 96.88%
12.11.2024 1.81% 1.98 CHF 1.99 CHF 30'000 20'000 30'000 11'867 62'280 CHF 24'947 CHF 99.64% 99.64%
11.11.2024 1.76% 2.08 CHF 2.10 CHF 30'000 20'000 30'000 11'885 64'737 CHF 25'977 CHF 98.70% 98.70%
08.11.2024 2.04% 2.06 CHF 2.07 CHF 30'000 20'000 30'000 11'883 55'723 CHF 22'759 CHF 99.65% 99.65%
07.11.2024 1.93% 1.85 CHF 1.86 CHF 30'000 20'000 30'000 11'882 57'954 CHF 23'188 CHF 99.63% 99.63%

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