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 2.40% 0.64 CHF 0.66 CHF 80'000 25'000 84'560 25'000 53'050 CHF 16'100 CHF 99.12% 99.12%
19.11.2024 2.47% 0.61 CHF 0.63 CHF 90'000 25'000 69'718 23'455 47'622 CHF 16'746 CHF 94.03% 94.03%
18.11.2024 2.25% 0.87 CHF 0.88 CHF 60'000 25'000 62'643 23'895 52'731 CHF 20'586 CHF 99.79% 99.79%
15.11.2024 1.86% 0.84 CHF 0.86 CHF 60'000 25'000 60'518 25'000 51'753 CHF 21'786 CHF 100.00% 100.00%
14.11.2024 1.67% 0.92 CHF 0.94 CHF 60'000 25'000 60'000 25'000 54'165 CHF 22'949 CHF 99.44% 99.44%
13.11.2024 1.83% 0.89 CHF 0.91 CHF 60'000 25'000 62'421 24'964 53'706 CHF 21'912 CHF 97.95% 97.95%
12.11.2024 1.66% 0.96 CHF 0.98 CHF 60'000 25'000 54'666 25'000 54'451 CHF 25'340 CHF 100.00% 100.00%
11.11.2024 1.52% 1.04 CHF 1.06 CHF 50'000 25'000 50'000 25'000 54'058 CHF 27'444 CHF 96.82% 96.82%
08.11.2024 1.58% 1.02 CHF 1.03 CHF 50'000 25'000 53'565 25'000 53'573 CHF 25'425 CHF 99.79% 99.79%
07.11.2024 1.62% 0.98 CHF 1.00 CHF 60'000 25'000 51'221 24'741 52'617 CHF 25'858 CHF 99.06% 99.06%

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