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 2.32% 0.42 CHF 0.43 CHF 109'727 50'000 109'391 50'000 46'604 CHF 21'802 CHF 100.00% 100.00%
19.11.2024 2.55% 0.39 CHF 0.40 CHF 111'376 50'000 111'865 50'000 43'339 CHF 19'872 CHF 99.94% 99.94%
18.11.2024 2.45% 0.40 CHF 0.41 CHF 111'059 50'000 111'064 50'000 44'845 CHF 20'690 CHF 99.64% 99.64%
15.11.2024 2.41% 0.40 CHF 0.41 CHF 111'367 50'000 111'099 50'000 45'567 CHF 21'009 CHF 100.00% 100.00%
14.11.2024 2.26% 0.44 CHF 0.45 CHF 109'249 50'000 109'109 50'000 47'803 CHF 22'407 CHF 99.44% 99.44%
13.11.2024 2.24% 0.44 CHF 0.45 CHF 108'296 50'000 108'160 49'819 48'030 CHF 22'625 CHF 98.88% 98.88%
12.11.2024 2.11% 0.46 CHF 0.47 CHF 106'844 50'000 106'037 50'000 49'832 CHF 23'998 CHF 97.96% 97.96%
11.11.2024 1.97% 0.50 CHF 0.51 CHF 104'678 50'000 100'314 50'000 50'470 CHF 25'658 CHF 42.10% 42.10%
08.11.2024 1.94% 0.50 CHF 0.51 CHF 103'900 50'000 100'020 50'000 51'004 CHF 25'997 CHF 71.51% 71.51%
07.11.2024 1.96% 0.51 CHF 0.52 CHF 100'000 50'000 100'000 48'703 51'837 CHF 25'745 CHF 99.06% 99.06%

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