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
22.11.2024 1.59% 0.65 CHF 0.66 CHF 80'000 75'000 85'002 75'000 53'036 CHF 47'661 CHF 99.58% 99.58%
20.11.2024 2.07% 0.45 CHF 0.46 CHF 120'000 75'000 110'449 75'000 52'783 CHF 36'601 CHF 98.82% 98.82%
19.11.2024 2.15% 0.45 CHF 0.46 CHF 120'000 75'000 113'426 75'000 52'168 CHF 35'282 CHF 99.94% 99.94%
18.11.2024 2.66% 0.47 CHF 0.48 CHF 110'000 75'000 118'011 69'764 52'822 CHF 32'063 CHF 98.08% 98.08%
15.11.2024 2.30% 0.44 CHF 0.45 CHF 120'000 75'000 120'375 75'000 51'740 CHF 32'991 CHF 100.00% 100.00%
14.11.2024 2.50% 0.42 CHF 0.43 CHF 120'000 75'000 131'854 75'000 51'984 CHF 30'356 CHF 99.57% 99.57%
13.11.2024 2.75% 0.37 CHF 0.38 CHF 140'000 75'000 141'313 74'442 51'443 CHF 27'864 CHF 99.32% 99.32%
12.11.2024 2.72% 0.33 CHF 0.34 CHF 160'000 75'000 142'926 75'000 51'834 CHF 27'982 CHF 99.36% 99.36%
11.11.2024 2.46% 0.41 CHF 0.42 CHF 130'000 75'000 130'000 75'000 52'217 CHF 30'875 CHF 95.09% 95.09%
08.11.2024 2.75% 0.35 CHF 0.36 CHF 150'000 75'000 143'157 75'000 51'374 CHF 27'682 CHF 99.79% 99.79%

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