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 1.83% 0.60 CHF 0.61 CHF 140'000 140'000 64'549 64'549 36'048 CHF 36'696 CHF 98.54% 98.54%
19.11.2024 1.77% 0.53 CHF 0.54 CHF 140'000 140'000 64'346 64'346 36'187 CHF 36'833 CHF 97.53% 97.53%
18.11.2024 1.55% 0.63 CHF 0.64 CHF 140'000 140'000 62'474 62'474 40'950 CHF 41'577 CHF 96.19% 96.19%
15.11.2024 2.30% 0.61 CHF 0.62 CHF 150'000 150'000 46'646 46'646 24'676 CHF 25'145 CHF 96.48% 96.48%
14.11.2024 5.73% 0.51 CHF 0.52 CHF 210'000 210'000 82'385 82'385 38'408 CHF 39'439 CHF 55.92% 82.38%
13.11.2024 4.31% 0.23 CHF 0.24 CHF 260'000 260'000 118'805 118'805 27'503 CHF 28'696 CHF 99.61% 99.61%
12.11.2024 4.63% 0.21 CHF 0.22 CHF 260'000 260'000 117'978 117'978 25'657 CHF 26'842 CHF 100.00% 100.00%
11.11.2024 5.27% 0.20 CHF 0.21 CHF 290'000 290'000 132'779 132'779 26'029 CHF 27'363 CHF 99.90% 99.90%
08.11.2024 5.60% 0.18 CHF 0.19 CHF 290'000 290'000 133'959 133'959 23'474 CHF 24'818 CHF 99.81% 99.81%
07.11.2024 5.30% 0.19 CHF 0.20 CHF 300'000 300'000 134'663 134'663 25'560 CHF 26'913 CHF 99.85% 99.85%

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