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 5.71% 0.20 CHF 0.21 CHF 100'000 100'000 54'351 54'351 9'892 CHF 10'438 CHF 99.90% 99.90%
19.11.2024 6.33% 0.17 CHF 0.18 CHF 120'000 120'000 66'375 66'375 10'710 CHF 11'378 CHF 98.91% 98.91%
18.11.2024 8.76% 0.12 CHF 0.13 CHF 130'000 130'000 76'017 76'017 8'686 CHF 9'451 CHF 99.59% 99.59%
15.11.2024 9.20% 0.10 CHF 0.11 CHF 130'000 130'000 75'938 75'938 8'057 CHF 8'822 CHF 99.89% 99.89%
14.11.2024 11.01% 0.12 CHF 0.13 CHF 130'000 130'000 73'875 73'875 7'000 CHF 7'742 CHF 98.84% 98.84%
13.11.2024 7.35% 0.11 CHF 0.12 CHF 130'000 130'000 70'809 70'809 9'329 CHF 10'040 CHF 100.00% 100.00%
12.11.2024 10.25% 0.13 CHF 0.14 CHF 110'000 110'000 59'565 59'565 7'794 CHF 8'545 CHF 100.00% 100.00%
11.11.2024 4.62% 0.17 CHF 0.18 CHF 80'000 80'000 47'343 47'343 10'372 CHF 10'851 CHF 99.93% 99.93%
08.11.2024 6.89% 0.28 CHF 0.28 CHF 80'000 80'000 28'908 28'908 7'991 CHF 8'317 CHF 99.20% 99.20%
07.11.2024 3.91% 0.31 CHF 0.32 CHF 80'000 80'000 43'026 43'026 12'557 CHF 13'017 CHF 98.22% 98.22%

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