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 7.24% 0.50 CHF 0.54 CHF 100'000 25'000 106'820 25'000 51'854 CHF 13'094 CHF 99.12% 99.12%
19.11.2024 4.02% 0.47 CHF 0.48 CHF 110'000 25'000 87'029 23'491 47'014 CHF 13'737 CHF 93.73% 93.73%
18.11.2024 3.70% 0.76 CHF 0.78 CHF 70'000 25'000 70'295 23'895 51'955 CHF 18'328 CHF 99.79% 99.79%
15.11.2024 3.37% 0.74 CHF 0.77 CHF 70'000 25'000 70'000 25'000 52'761 CHF 19'490 CHF 100.00% 100.00%
14.11.2024 3.15% 0.82 CHF 0.85 CHF 70'000 25'000 70'000 25'000 56'286 CHF 20'746 CHF 99.44% 99.44%
13.11.2024 2.89% 0.79 CHF 0.82 CHF 70'000 25'000 70'960 24'964 53'767 CHF 19'492 CHF 97.95% 97.95%
12.11.2024 2.87% 0.87 CHF 0.90 CHF 60'000 25'000 60'000 25'000 54'430 CHF 23'340 CHF 100.00% 100.00%
11.11.2024 2.54% 0.96 CHF 0.98 CHF 60'000 25'000 52'466 25'000 52'351 CHF 25'623 CHF 96.82% 96.82%
08.11.2024 2.79% 0.93 CHF 0.96 CHF 60'000 25'000 60'000 25'000 54'596 CHF 23'391 CHF 99.79% 99.79%
07.11.2024 2.87% 0.89 CHF 0.92 CHF 60'000 25'000 60'000 24'741 56'503 CHF 23'981 CHF 99.06% 99.06%

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