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 7.08% 0.27 CHF 0.28 CHF 120'000 120'000 54'042 54'042 12'783 CHF 13'533 CHF 99.90% 99.90%
19.11.2024 6.97% 0.26 CHF 0.27 CHF 110'000 110'000 52'591 52'591 12'281 CHF 13'040 CHF 99.54% 99.54%
18.11.2024 6.49% 0.28 CHF 0.28 CHF 110'000 110'000 51'785 51'785 13'184 CHF 13'921 CHF 99.90% 99.90%
15.11.2024 5.34% 0.35 CHF 0.36 CHF 80'000 80'000 36'071 36'071 14'740 CHF 15'424 CHF 99.38% 99.38%
14.11.2024 5.55% 0.49 CHF 0.50 CHF 80'000 80'000 34'673 34'673 17'823 CHF 18'632 CHF 99.73% 99.73%
13.11.2024 4.68% 0.57 CHF 0.58 CHF 70'000 70'000 32'648 32'648 20'522 CHF 21'310 CHF 99.98% 99.98%
12.11.2024 3.38% 0.83 CHF 0.84 CHF 70'000 70'000 32'721 32'721 28'800 CHF 29'589 CHF 99.53% 99.53%
11.11.2024 3.64% 1.00 CHF 1.01 CHF 70'000 70'000 32'643 32'643 29'506 CHF 30'294 CHF 100.00% 100.00%
08.11.2024 3.39% 0.78 CHF 0.79 CHF 70'000 70'000 32'734 32'734 28'669 CHF 29'459 CHF 98.13% 98.13%
07.11.2024 9.01% 0.85 CHF 0.86 CHF 80'000 80'000 65'800 65'800 42'204 CHF 45'370 CHF 89.53% 89.53%

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