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 2.50% 0.37 CHF 0.38 CHF 31'220 31'220 30'896 30'892 12'377 CHF 12'685 CHF 100.00% 100.00%
19.11.2024 2.42% 0.39 CHF 0.40 CHF 31'250 10'217 30'774 10'135 12'826 CHF 4'326 CHF 90.17% 98.73%
18.11.2024 1.78% 0.58 CHF 0.59 CHF 30'560 10'217 30'334 10'142 17'100 CHF 5'819 CHF 100.00% 100.00%
15.11.2024 1.77% 0.50 CHF 0.51 CHF 30'880 10'217 30'700 10'217 17'263 CHF 5'848 CHF 72.04% 72.04%
14.11.2024 1.73% 0.63 CHF 0.64 CHF 30'470 10'217 30'296 10'142 17'703 CHF 6'034 CHF 100.00% 100.00%
13.11.2024 1.95% 0.51 CHF 0.52 CHF 30'830 10'217 30'571 10'142 15'744 CHF 5'325 CHF 98.54% 98.54%
12.11.2024 1.79% 0.53 CHF 0.54 CHF 30'780 10'217 30'371 10'142 17'048 CHF 5'795 CHF 99.66% 99.66%
11.11.2024 1.46% 0.65 CHF 0.66 CHF 30'340 10'217 29'937 10'142 20'513 CHF 7'051 CHF 100.00% 100.00%
08.11.2024 1.48% 0.66 CHF 0.67 CHF 30'370 10'217 30'036 22'251 20'370 CHF 15'393 CHF 98.91% 100.00%
07.11.2024 1.36% 0.71 CHF 0.72 CHF 30'290 30'290 29'933 29'933 22'110 CHF 22'410 CHF 100.00% 100.00%

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