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 1.40% 1.90 CHF 1.91 CHF 30'000 7'500 30'000 5'269 62'480 CHF 10'982 CHF 99.28% 99.28%
19.11.2024 1.40% 2.07 CHF 2.08 CHF 30'000 7'500 30'000 5'276 62'875 CHF 11'188 CHF 99.36% 99.36%
18.11.2024 1.46% 2.06 CHF 2.07 CHF 30'000 10'000 30'000 5'813 60'024 CHF 11'779 CHF 98.29% 98.29%
15.11.2024 1.53% 1.81 CHF 1.83 CHF 30'000 10'000 31'075 5'919 56'469 CHF 10'987 CHF 87.09% 87.09%
14.11.2024 1.77% 1.59 CHF 1.61 CHF 40'000 10'000 39'174 5'806 63'151 CHF 9'453 CHF 99.33% 99.33%
13.11.2024 1.53% 1.73 CHF 1.75 CHF 30'000 10'000 30'000 5'901 55'784 CHF 11'021 CHF 95.94% 95.94%
12.11.2024 1.62% 1.72 CHF 1.73 CHF 30'000 7'500 30'199 5'285 54'377 CHF 9'609 CHF 95.98% 95.98%
11.11.2024 1.33% 1.97 CHF 1.99 CHF 30'000 7'500 30'000 5'299 65'919 CHF 11'675 CHF 96.76% 96.76%
08.11.2024 1.19% 2.23 CHF 2.25 CHF 30'000 7'500 22'560 5'610 55'621 CHF 13'991 CHF 87.55% 87.55%
07.11.2024 1.15% 2.86 CHF 2.88 CHF 20'000 7'500 20'000 5'139 54'169 CHF 14'171 CHF 82.21% 82.21%

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