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 3.16% 0.35 CHF 0.36 CHF 90'000 90'000 49'342 49'342 16'010 CHF 16'505 CHF 99.90% 99.90%
19.11.2024 3.31% 0.31 CHF 0.32 CHF 108'400 108'400 59'647 59'647 18'251 CHF 18'849 CHF 98.91% 98.91%
18.11.2024 4.02% 0.27 CHF 0.28 CHF 132'300 132'300 72'523 72'523 18'378 CHF 19'106 CHF 99.20% 99.20%
15.11.2024 4.17% 0.23 CHF 0.24 CHF 121'000 121'000 66'238 66'238 15'866 CHF 16'531 CHF 99.89% 99.89%
14.11.2024 4.71% 0.25 CHF 0.26 CHF 123'900 123'900 69'161 69'161 15'197 CHF 15'890 CHF 98.85% 98.85%
13.11.2024 3.74% 0.24 CHF 0.25 CHF 111'900 111'900 61'475 61'475 16'211 CHF 16'827 CHF 100.00% 100.00%
12.11.2024 3.73% 0.28 CHF 0.28 CHF 94'300 94'300 48'334 48'334 13'102 CHF 13'587 CHF 100.00% 100.00%
11.11.2024 2.36% 0.32 CHF 0.33 CHF 56'100 56'100 30'610 30'610 12'897 CHF 13'206 CHF 99.93% 99.93%
08.11.2024 3.65% 0.53 CHF 0.54 CHF 54'300 54'300 20'508 20'508 10'847 CHF 11'072 CHF 100.00% 100.00%
07.11.2024 2.21% 0.56 CHF 0.57 CHF 51'000 51'000 24'344 24'344 13'067 CHF 13'329 CHF 98.68% 98.68%

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