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 3.13% 0.31 CHF 0.32 CHF 109'727 50'000 109'341 50'000 34'371 CHF 16'218 CHF 100.00% 100.00%
19.11.2024 3.56% 0.28 CHF 0.29 CHF 111'248 50'000 111'783 50'000 30'849 CHF 14'300 CHF 99.94% 99.94%
18.11.2024 3.36% 0.29 CHF 0.30 CHF 111'523 50'000 111'147 50'000 32'524 CHF 15'132 CHF 99.64% 99.64%
15.11.2024 3.32% 0.29 CHF 0.30 CHF 111'265 50'000 111'105 50'000 32'965 CHF 15'336 CHF 100.00% 100.00%
14.11.2024 3.01% 0.33 CHF 0.34 CHF 109'249 50'000 109'081 50'000 35'707 CHF 16'868 CHF 99.44% 99.44%
13.11.2024 2.99% 0.33 CHF 0.34 CHF 108'110 50'000 108'111 49'819 35'921 CHF 17'054 CHF 98.88% 98.88%
12.11.2024 2.75% 0.35 CHF 0.36 CHF 106'674 50'000 106'309 50'000 38'152 CHF 18'444 CHF 97.96% 97.96%
11.11.2024 2.55% 0.38 CHF 0.39 CHF 104'524 50'000 104'189 50'000 40'406 CHF 19'892 CHF 77.73% 77.73%
08.11.2024 2.48% 0.39 CHF 0.40 CHF 103'752 50'000 102'928 50'000 40'918 CHF 20'378 CHF 88.69% 88.69%
07.11.2024 2.55% 0.40 CHF 0.41 CHF 102'313 50'000 102'545 48'703 41'760 CHF 20'343 CHF 99.06% 99.06%

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