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 1.39% 1.91 CHF 1.92 CHF 30'000 7'500 30'000 5'269 62'777 CHF 11'033 CHF 99.34% 99.34%
19.11.2024 1.39% 2.08 CHF 2.09 CHF 30'000 7'500 30'000 5'276 63'172 CHF 11'238 CHF 99.40% 99.40%
18.11.2024 1.44% 2.07 CHF 2.08 CHF 30'000 10'000 30'000 5'812 60'322 CHF 11'834 CHF 98.34% 98.34%
15.11.2024 1.52% 1.82 CHF 1.84 CHF 30'000 10'000 30'643 5'916 56'056 CHF 11'040 CHF 87.34% 87.34%
14.11.2024 1.76% 1.60 CHF 1.62 CHF 40'000 10'000 38'514 5'805 62'435 CHF 9'509 CHF 99.39% 99.39%
13.11.2024 1.53% 1.74 CHF 1.76 CHF 30'000 10'000 30'000 5'907 56'078 CHF 11'091 CHF 95.78% 95.78%
12.11.2024 1.62% 1.73 CHF 1.74 CHF 30'000 7'500 30'121 5'284 54'540 CHF 9'660 CHF 96.05% 96.05%
11.11.2024 1.32% 1.98 CHF 2.00 CHF 30'000 7'500 30'000 5'298 66'211 CHF 11'725 CHF 96.80% 96.80%
08.11.2024 1.19% 2.24 CHF 2.26 CHF 30'000 7'500 22'428 5'610 55'506 CHF 14'045 CHF 87.56% 87.56%
07.11.2024 1.14% 2.87 CHF 2.89 CHF 20'000 7'500 20'000 5'139 54'365 CHF 14'220 CHF 82.24% 82.24%

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