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 9.11% 0.34 CHF 0.37 CHF 160'000 75'000 160'168 75'000 52'145 CHF 26'749 CHF 27.49% 27.49%
19.11.2024 4.05% 0.27 CHF 0.28 CHF 178'678 50'000 182'767 50'000 47'396 CHF 13'511 CHF 81.75% 81.75%
18.11.2024 6.45% 0.28 CHF 0.30 CHF 172'696 75'000 177'658 63'678 48'398 CHF 18'320 CHF 44.94% 44.94%
15.11.2024 5.09% 0.25 CHF 0.26 CHF 185'983 50'000 204'367 50'000 43'863 CHF 11'349 CHF 99.90% 99.90%
14.11.2024 - 0.27 CHF 0.29 CHF 25'000 25'000 0 0 0 CHF 0 CHF 0.00% 0.00%
13.11.2024 3.82% 0.31 CHF 0.32 CHF 170'000 75'000 168'434 74'123 51'757 CHF 23'681 CHF 98.65% 98.65%
12.11.2024 4.00% 0.24 CHF 0.25 CHF 198'724 50'000 187'453 50'000 50'198 CHF 13'991 CHF 26.98% 26.98%
11.11.2024 5.69% 0.35 CHF 0.37 CHF 150'000 50'000 145'697 50'000 51'760 CHF 18'850 CHF 99.56% 99.56%
08.11.2024 5.75% 0.34 CHF 0.36 CHF 150'000 50'000 150'733 50'000 51'570 CHF 18'138 CHF 99.41% 99.41%
07.11.2024 5.41% 0.38 CHF 0.40 CHF 140'000 50'000 125'169 47'981 49'443 CHF 20'034 CHF 97.83% 97.83%

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