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 8.88% 0.26 CHF 0.28 CHF 200'000 50'000 174'162 30'433 51'741 CHF 9'721 CHF 99.67% 99.67%
19.11.2024 9.33% 0.28 CHF 0.30 CHF 180'000 50'000 180'895 30'432 51'302 CHF 9'418 CHF 99.68% 99.68%
18.11.2024 10.44% 0.32 CHF 0.34 CHF 160'000 50'000 199'258 30'440 50'947 CHF 8'981 CHF 99.47% 99.47%
15.11.2024 9.92% 0.23 CHF 0.25 CHF 220'000 50'000 192'394 30'433 50'927 CHF 8'764 CHF 99.68% 99.68%
14.11.2024 7.65% 0.32 CHF 0.34 CHF 160'000 50'000 148'413 30'422 51'719 CHF 11'355 CHF 99.61% 99.61%
13.11.2024 6.46% 0.39 CHF 0.41 CHF 130'000 50'000 121'562 30'383 51'073 CHF 13'544 CHF 97.61% 97.61%
12.11.2024 5.32% 0.46 CHF 0.48 CHF 110'000 50'000 103'203 30'453 52'356 CHF 16'193 CHF 99.30% 99.30%
11.11.2024 4.92% 0.54 CHF 0.56 CHF 100'000 50'000 96'388 30'433 52'995 CHF 17'479 CHF 99.67% 99.67%
08.11.2024 4.37% 0.62 CHF 0.64 CHF 90'000 50'000 86'247 30'433 53'655 CHF 19'765 CHF 99.68% 99.68%
07.11.2024 5.04% 0.59 CHF 0.61 CHF 90'000 50'000 97'959 30'432 53'071 CHF 17'580 CHF 99.68% 99.68%

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