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 2.73% 0.36 CHF 0.37 CHF 109'154 50'000 109'476 50'000 39'610 CHF 18'590 CHF 100.00% 100.00%
19.11.2024 2.48% 0.39 CHF 0.40 CHF 111'300 50'000 111'812 50'000 44'632 CHF 20'457 CHF 99.94% 99.94%
18.11.2024 2.58% 0.38 CHF 0.39 CHF 111'136 50'000 111'154 50'000 42'508 CHF 19'620 CHF 99.64% 99.64%
15.11.2024 2.61% 0.39 CHF 0.40 CHF 111'532 50'000 111'105 50'000 42'060 CHF 19'427 CHF 100.00% 100.00%
14.11.2024 2.80% 0.35 CHF 0.36 CHF 109'359 50'000 109'293 50'000 38'447 CHF 18'088 CHF 99.44% 99.44%
13.11.2024 2.87% 0.35 CHF 0.36 CHF 108'296 50'000 108'160 49'819 37'408 CHF 17'731 CHF 98.88% 98.88%
12.11.2024 3.07% 0.33 CHF 0.34 CHF 106'674 50'000 106'309 50'000 34'138 CHF 16'556 CHF 97.96% 97.96%
11.11.2024 3.37% 0.30 CHF 0.31 CHF 104'524 50'000 104'189 50'000 30'443 CHF 15'109 CHF 77.73% 77.73%
08.11.2024 3.47% 0.29 CHF 0.30 CHF 103'507 50'000 102'787 50'000 29'129 CHF 14'669 CHF 88.69% 88.69%
07.11.2024 3.74% 0.28 CHF 0.29 CHF 102'357 50'000 102'593 48'703 28'328 CHF 13'956 CHF 99.06% 99.06%

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