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 2.70% 0.72 CHF 0.73 CHF 70'000 50'000 79'742 25'338 54'632 CHF 17'910 CHF 99.65% 99.65%
19.11.2024 2.62% 0.70 CHF 0.71 CHF 80'000 50'000 78'940 25'339 55'719 CHF 18'326 CHF 99.62% 99.62%
18.11.2024 2.61% 0.71 CHF 0.72 CHF 80'000 50'000 80'000 25'335 56'351 CHF 18'235 CHF 99.64% 99.64%
15.11.2024 2.76% 0.69 CHF 0.70 CHF 80'000 50'000 83'100 29'353 54'258 CHF 20'325 CHF 56.30% 56.30%
14.11.2024 3.36% 0.57 CHF 0.58 CHF 90'000 25'000 98'335 20'008 53'916 CHF 11'355 CHF 99.61% 99.61%
13.11.2024 3.11% 0.59 CHF 0.60 CHF 90'000 50'000 90'000 25'792 52'563 CHF 15'546 CHF 96.76% 96.76%
12.11.2024 3.18% 0.60 CHF 0.61 CHF 90'000 50'000 90'000 25'338 52'356 CHF 15'167 CHF 99.61% 99.61%
11.11.2024 3.36% 0.57 CHF 0.58 CHF 90'000 25'000 99'221 20'295 53'648 CHF 11'354 CHF 96.86% 96.86%
08.11.2024 3.66% 0.54 CHF 0.55 CHF 100'000 25'000 103'146 20'028 52'018 CHF 10'493 CHF 99.61% 99.61%
07.11.2024 3.61% 0.51 CHF 0.52 CHF 100'000 25'000 100'073 20'023 50'927 CHF 10'552 CHF 99.65% 99.65%

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