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
03.12.2024 1.35% 0.72 CHF 0.73 CHF 25'000 25'000 12'234 12'234 8'976 CHF 9'098 CHF 68.59% 68.59%
02.12.2024 1.32% 0.70 CHF 0.71 CHF 80'000 25'000 38'704 12'914 28'753 CHF 9'727 CHF 59.45% 59.45%
29.11.2024 1.33% 0.76 CHF 0.77 CHF 70'000 25'000 34'449 11'842 25'753 CHF 8'972 CHF 53.25% 53.25%
28.11.2024 1.37% 0.73 CHF 0.74 CHF 22'500 7'500 22'500 7'500 16'326 CHF 5'517 CHF 73.67% 73.67%
27.11.2024 1.29% 0.75 CHF 0.76 CHF 70'000 25'000 37'520 12'860 28'961 CHF 10'055 CHF 59.53% 59.53%
26.11.2024 1.37% 0.68 CHF 0.69 CHF 80'000 25'000 65'886 22'378 47'645 CHF 16'432 CHF 52.57% 52.57%
25.11.2024 1.52% 0.67 CHF 0.68 CHF 80'000 75'000 80'000 39'015 52'274 CHF 26'220 CHF 39.64% 39.64%
22.11.2024 1.64% 0.60 CHF 0.61 CHF 90'000 75'000 89'306 36'043 53'918 CHF 22'210 CHF 49.08% 49.08%
20.11.2024 1.28% 0.78 CHF 0.79 CHF 75'000 75'000 70'826 32'683 54'878 CHF 25'676 CHF 60.23% 60.23%
19.11.2024 1.26% 0.78 CHF 0.79 CHF 75'000 75'000 71'171 35'886 56'272 CHF 28'771 CHF 56.56% 56.56%

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