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 1.44% 0.65 CHF 0.66 CHF 80'000 20'000 76'902 20'000 53'001 CHF 14'014 CHF 71.01% 71.01%
19.11.2024 1.51% 0.63 CHF 0.64 CHF 80'300 20'000 79'862 20'000 52'381 CHF 13'319 CHF 48.63% 48.63%
18.11.2024 1.51% 0.66 CHF 0.67 CHF 80'000 20'000 79'992 20'000 52'556 CHF 13'340 CHF 80.46% 80.46%
15.11.2024 1.40% 0.67 CHF 0.68 CHF 80'000 20'000 76'117 20'000 53'926 CHF 14'397 CHF 99.99% 99.99%
14.11.2024 1.31% 0.79 CHF 0.80 CHF 70'000 20'000 71'507 20'000 54'212 CHF 15'391 CHF 40.31% 40.31%
13.11.2024 1.61% 0.63 CHF 0.64 CHF 80'346 20'000 80'361 19'662 50'082 CHF 12'461 CHF 57.21% 57.21%
12.11.2024 1.39% 0.66 CHF 0.67 CHF 79'683 20'000 73'705 20'000 52'794 CHF 14'563 CHF 32.89% 32.89%
11.11.2024 1.16% 0.84 CHF 0.85 CHF 60'000 20'000 60'084 20'000 51'677 CHF 17'403 CHF 100.00% 100.00%
08.11.2024 1.21% 0.79 CHF 0.80 CHF 70'000 20'000 66'246 20'000 54'373 CHF 16'656 CHF 100.00% 100.00%
07.11.2024 1.10% 0.91 CHF 0.92 CHF 60'000 20'000 60'000 19'351 56'893 CHF 18'565 CHF 99.06% 99.06%

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