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 3.80% 0.26 CHF 0.27 CHF 200'000 75'000 196'148 75'000 51'565 CHF 20'494 CHF 100.00% 100.00%
19.11.2024 4.24% 0.25 CHF 0.26 CHF 200'000 75'000 213'953 75'000 50'478 CHF 18'487 CHF 97.59% 97.59%
18.11.2024 5.13% 0.24 CHF 0.25 CHF 210'000 75'000 213'791 63'966 50'557 CHF 15'694 CHF 99.94% 99.94%
15.11.2024 3.11% 0.27 CHF 0.28 CHF 190'000 50'000 147'075 50'000 51'854 CHF 18'461 CHF 78.43% 78.43%
14.11.2024 2.28% 0.49 CHF 0.50 CHF 110'000 50'000 108'772 50'000 52'222 CHF 24'571 CHF 99.44% 99.44%
13.11.2024 2.42% 0.48 CHF 0.49 CHF 110'000 50'000 114'806 49'818 52'395 CHF 23'317 CHF 98.88% 98.88%
12.11.2024 2.18% 0.50 CHF 0.51 CHF 100'000 50'000 106'075 50'000 52'113 CHF 25'144 CHF 87.66% 87.66%
11.11.2024 2.26% 0.47 CHF 0.48 CHF 110'000 50'000 110'632 50'000 52'711 CHF 24'375 CHF 98.45% 98.45%
08.11.2024 2.42% 0.45 CHF 0.46 CHF 120'000 50'000 119'343 50'000 52'288 CHF 22'461 CHF 100.00% 100.00%
07.11.2024 2.65% 0.45 CHF 0.46 CHF 120'000 75'000 123'028 72'384 52'513 CHF 31'931 CHF 98.36% 98.36%

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