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 2.61% 0.64 CHF 0.65 CHF 60'000 60'000 35'763 35'763 21'608 CHF 22'125 CHF 99.90% 99.90%
19.11.2024 2.74% 0.58 CHF 0.59 CHF 60'000 60'000 35'790 35'790 20'362 CHF 20'878 CHF 98.91% 98.91%
18.11.2024 2.75% 0.50 CHF 0.51 CHF 60'000 60'000 35'750 35'750 16'858 CHF 17'297 CHF 99.59% 99.59%
15.11.2024 2.88% 0.43 CHF 0.44 CHF 60'000 60'000 35'702 35'702 15'814 CHF 16'251 CHF 99.89% 99.89%
14.11.2024 2.57% 0.46 CHF 0.47 CHF 60'000 60'000 36'893 36'893 15'085 CHF 15'456 CHF 98.84% 98.84%
13.11.2024 3.05% 0.45 CHF 0.46 CHF 60'000 60'000 35'770 35'770 17'432 CHF 17'942 CHF 100.00% 100.00%
12.11.2024 3.48% 0.50 CHF 0.51 CHF 60'000 60'000 33'132 33'132 16'268 CHF 16'779 CHF 100.00% 100.00%
11.11.2024 2.32% 0.56 CHF 0.57 CHF 60'000 60'000 35'508 35'508 23'058 CHF 23'575 CHF 99.93% 99.93%
08.11.2024 3.34% 0.74 CHF 0.75 CHF 60'000 60'000 22'732 22'732 16'699 CHF 16'990 CHF 99.50% 99.50%
07.11.2024 2.65% 0.77 CHF 0.78 CHF 50'000 50'000 26'992 26'992 20'125 CHF 20'586 CHF 98.22% 98.22%

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