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 1.25% 0.83 CHF 0.84 CHF 70'000 60'000 69'902 36'514 55'403 CHF 29'504 CHF 99.61% 99.61%
19.11.2024 1.30% 0.78 CHF 0.79 CHF 70'000 60'000 70'000 36'515 53'429 CHF 28'306 CHF 99.63% 99.63%
18.11.2024 1.45% 0.71 CHF 0.72 CHF 80'000 60'000 79'993 36'589 54'627 CHF 25'429 CHF 98.51% 98.51%
15.11.2024 1.50% 0.64 CHF 0.65 CHF 80'000 60'000 80'000 36'515 52'912 CHF 24'422 CHF 99.63% 99.63%
14.11.2024 1.61% 0.67 CHF 0.68 CHF 80'000 60'000 87'771 36'515 53'921 CHF 23'179 CHF 99.63% 99.63%
13.11.2024 1.43% 0.65 CHF 0.66 CHF 80'000 60'000 79'946 36'653 55'733 CHF 25'720 CHF 97.57% 97.57%
12.11.2024 1.43% 0.70 CHF 0.71 CHF 80'000 60'000 78'777 36'523 54'619 CHF 25'710 CHF 99.51% 99.51%
11.11.2024 1.19% 0.75 CHF 0.76 CHF 70'000 60'000 63'729 36'595 53'292 CHF 30'581 CHF 98.42% 98.42%
08.11.2024 1.12% 0.90 CHF 0.91 CHF 60'000 60'000 60'000 36'517 53'189 CHF 32'804 CHF 99.60% 99.60%
07.11.2024 1.08% 0.92 CHF 0.93 CHF 60'000 60'000 60'000 39'801 55'284 CHF 36'787 CHF 57.44% 57.44%

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