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 2.46% 0.78 CHF 0.79 CHF 70'000 50'000 70'000 50'000 53'093 CHF 38'867 CHF 14.13% 89.78%
19.11.2024 2.51% 0.71 CHF 0.73 CHF 80'000 50'000 71'911 50'000 52'848 CHF 37'718 CHF 98.83% 98.83%
18.11.2024 3.34% 0.70 CHF 0.72 CHF 80'000 50'000 80'187 44'435 52'708 CHF 30'159 CHF 99.09% 99.09%
15.11.2024 3.13% 0.59 CHF 0.61 CHF 90'000 50'000 90'047 50'000 51'922 CHF 29'750 CHF 99.73% 99.73%
14.11.2024 3.35% 0.57 CHF 0.58 CHF 90'000 50'000 99'814 50'000 51'733 CHF 26'945 CHF 97.08% 97.08%
13.11.2024 3.40% 0.54 CHF 0.56 CHF 100'000 50'000 99'886 49'698 53'768 CHF 27'673 CHF 97.16% 97.16%
12.11.2024 3.28% 0.52 CHF 0.53 CHF 100'000 50'000 93'606 50'000 52'411 CHF 28'968 CHF 98.02% 98.02%
11.11.2024 3.28% 0.62 CHF 0.64 CHF 90'000 50'000 61'046 41'256 39'019 CHF 27'196 CHF 100.00% 100.00%
08.11.2024 3.91% 0.46 CHF 0.47 CHF 110'000 50'000 115'937 50'000 52'806 CHF 23'726 CHF 100.00% 100.00%
07.11.2024 4.57% 0.50 CHF 0.52 CHF 100'000 50'000 57'035 35'229 29'063 CHF 18'458 CHF 94.47% 94.47%

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