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 3.55% 0.84 CHF 0.87 CHF 60'000 50'000 59'236 49'455 52'416 CHF 45'338 CHF 98.14% 98.14%
19.11.2024 2.34% 0.90 CHF 0.92 CHF 60'000 50'000 60'000 50'000 53'809 CHF 45'904 CHF 99.69% 99.69%
18.11.2024 2.76% 0.88 CHF 0.90 CHF 60'000 50'000 60'000 43'505 51'876 CHF 38'604 CHF 98.95% 98.95%
15.11.2024 2.66% 0.82 CHF 0.85 CHF 70'000 50'000 68'648 50'000 56'610 CHF 42'359 CHF 99.59% 99.59%
14.11.2024 2.44% 0.87 CHF 0.89 CHF 60'000 50'000 63'693 50'000 53'419 CHF 43'020 CHF 98.95% 98.95%
13.11.2024 2.51% 0.83 CHF 0.85 CHF 70'000 50'000 67'907 49'392 56'107 CHF 41'895 CHF 97.27% 97.27%
12.11.2024 2.33% 0.90 CHF 0.92 CHF 60'000 50'000 60'000 50'000 54'732 CHF 46'684 CHF 99.38% 99.38%
11.11.2024 2.01% 0.99 CHF 1.01 CHF 60'000 50'000 55'666 50'000 55'483 CHF 50'896 CHF 99.90% 99.90%
08.11.2024 2.15% 1.00 CHF 1.02 CHF 50'000 50'000 51'814 50'000 51'964 CHF 51'260 CHF 93.62% 93.62%
07.11.2024 2.23% 1.00 CHF 1.03 CHF 50'000 50'000 47'943 47'943 49'402 CHF 50'477 CHF 98.96% 98.96%

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