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 2.26% 0.44 CHF 0.45 CHF 120'000 75'000 119'059 75'000 52'679 CHF 33'954 CHF 100.00% 100.00%
19.11.2024 2.50% 0.43 CHF 0.44 CHF 120'000 75'000 129'391 75'000 51'918 CHF 30'888 CHF 97.59% 97.59%
18.11.2024 3.01% 0.40 CHF 0.41 CHF 130'000 75'000 130'547 63'966 52'459 CHF 26'147 CHF 99.94% 99.94%
15.11.2024 2.04% 0.44 CHF 0.45 CHF 120'000 50'000 94'401 50'000 52'731 CHF 28'794 CHF 78.41% 78.41%
14.11.2024 1.51% 0.74 CHF 0.76 CHF 70'000 50'000 71'113 50'000 52'223 CHF 37'297 CHF 99.44% 99.44%
13.11.2024 1.57% 0.74 CHF 0.75 CHF 70'000 50'000 77'099 49'818 54'228 CHF 35'635 CHF 98.88% 98.88%
12.11.2024 1.45% 0.76 CHF 0.77 CHF 70'000 50'000 70'577 50'000 52'888 CHF 38'035 CHF 87.66% 87.66%
11.11.2024 1.49% 0.72 CHF 0.73 CHF 70'000 50'000 71'383 50'000 51'995 CHF 36'993 CHF 98.45% 98.45%
08.11.2024 1.57% 0.69 CHF 0.70 CHF 80'000 50'000 80'000 50'000 53'928 CHF 34'239 CHF 100.00% 100.00%
07.11.2024 1.75% 0.68 CHF 0.70 CHF 80'000 75'000 81'609 72'384 53'620 CHF 48'622 CHF 98.35% 98.35%

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