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 2.95% 0.85 CHF 0.87 CHF 60'000 50'000 60'000 30'429 55'632 CHF 28'728 CHF 99.63% 99.63%
19.11.2024 3.05% 0.89 CHF 0.91 CHF 60'000 50'000 60'000 30'429 53'908 CHF 28'094 CHF 99.64% 99.64%
18.11.2024 3.22% 0.97 CHF 0.99 CHF 60'000 50'000 64'518 30'443 55'171 CHF 27'419 CHF 99.40% 99.40%
15.11.2024 3.16% 0.80 CHF 0.82 CHF 70'000 50'000 61'772 30'432 53'199 CHF 26'807 CHF 99.67% 99.67%
14.11.2024 2.75% 0.95 CHF 0.97 CHF 60'000 50'000 53'568 30'422 53'269 CHF 31'001 CHF 99.60% 99.60%
13.11.2024 2.52% 1.05 CHF 1.07 CHF 50'000 50'000 49'652 30'382 54'520 CHF 34'113 CHF 97.60% 97.60%
12.11.2024 2.26% 1.15 CHF 1.17 CHF 50'000 50'000 47'821 30'451 58'159 CHF 37'775 CHF 99.22% 99.22%
11.11.2024 2.15% 1.27 CHF 1.29 CHF 50'000 50'000 42'482 30'432 54'233 CHF 39'567 CHF 99.66% 99.66%
08.11.2024 2.02% 1.36 CHF 1.38 CHF 50'000 50'000 42'171 30'428 57'490 CHF 42'288 CHF 99.61% 99.61%
07.11.2024 2.22% 1.31 CHF 1.33 CHF 50'000 50'000 48'860 30'428 60'877 CHF 39'082 CHF 99.63% 99.63%

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