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 4.16% 0.65 CHF 0.68 CHF 80'000 75'000 77'601 75'000 54'750 CHF 55'205 CHF 98.82% 98.82%
19.11.2024 2.57% 0.65 CHF 0.67 CHF 80'000 75'000 80'047 75'000 54'040 CHF 52'027 CHF 99.84% 99.84%
18.11.2024 3.21% 0.70 CHF 0.72 CHF 80'000 75'000 80'000 69'837 52'951 CHF 47'679 CHF 97.72% 97.72%
15.11.2024 1.84% 0.65 CHF 0.67 CHF 80'000 75'000 85'788 75'000 53'785 CHF 47'974 CHF 100.00% 100.00%
14.11.2024 1.81% 0.60 CHF 0.61 CHF 90'000 75'000 96'806 75'000 52'935 CHF 41'903 CHF 99.57% 99.57%
13.11.2024 2.10% 0.49 CHF 0.50 CHF 110'000 75'000 109'283 74'442 52'266 CHF 36'414 CHF 99.32% 99.32%
12.11.2024 2.11% 0.41 CHF 0.42 CHF 130'000 75'000 110'703 75'000 51'971 CHF 36'107 CHF 99.36% 99.36%
11.11.2024 1.79% 0.56 CHF 0.57 CHF 90'000 75'000 96'020 75'000 53'082 CHF 42'248 CHF 95.09% 95.09%
08.11.2024 2.15% 0.45 CHF 0.46 CHF 120'000 75'000 114'264 75'000 52'531 CHF 35'285 CHF 99.79% 99.79%
07.11.2024 1.85% 0.54 CHF 0.55 CHF 100'000 75'000 93'293 73'692 52'549 CHF 42'328 CHF 96.70% 96.70%

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