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 1.59% 1.66 CHF 1.67 CHF 40'000 7'500 31'553 5'270 57'727 CHF 9'714 CHF 99.28% 99.28%
19.11.2024 1.58% 1.83 CHF 1.84 CHF 30'000 7'500 30'000 5'277 55'673 CHF 9'922 CHF 99.34% 99.34%
18.11.2024 1.64% 1.82 CHF 1.83 CHF 30'000 10'000 30'109 5'813 52'969 CHF 10'375 CHF 98.28% 98.28%
15.11.2024 1.77% 1.57 CHF 1.59 CHF 40'000 10'000 38'787 5'921 61'210 CHF 9'562 CHF 86.97% 86.97%
14.11.2024 2.08% 1.35 CHF 1.37 CHF 40'000 10'000 40'000 5'806 54'879 CHF 8'051 CHF 99.32% 99.32%
13.11.2024 1.75% 1.49 CHF 1.51 CHF 40'000 10'000 36'444 5'901 58'753 CHF 9'606 CHF 95.91% 95.91%
12.11.2024 1.86% 1.48 CHF 1.49 CHF 40'000 7'500 40'000 5'285 62'494 CHF 8'344 CHF 95.95% 95.95%
11.11.2024 1.48% 1.73 CHF 1.75 CHF 30'000 7'500 30'000 5'299 58'750 CHF 10'409 CHF 96.74% 96.74%
08.11.2024 1.28% 2.00 CHF 2.01 CHF 30'000 7'500 30'000 5'610 67'431 CHF 12'660 CHF 87.55% 87.55%
07.11.2024 1.28% 2.63 CHF 2.64 CHF 20'000 7'500 27'131 5'139 66'748 CHF 12'951 CHF 82.20% 82.20%

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