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 2.18% 0.45 CHF 0.46 CHF 109'727 50'000 109'341 50'000 49'678 CHF 23'217 CHF 100.00% 100.00%
19.11.2024 2.38% 0.42 CHF 0.43 CHF 111'248 50'000 111'783 50'000 46'499 CHF 21'300 CHF 99.94% 99.94%
18.11.2024 2.29% 0.43 CHF 0.44 CHF 111'523 50'000 111'147 50'000 48'085 CHF 22'132 CHF 99.64% 99.64%
15.11.2024 2.26% 0.43 CHF 0.44 CHF 111'265 50'000 111'105 50'000 48'519 CHF 22'336 CHF 100.00% 100.00%
14.11.2024 2.12% 0.47 CHF 0.48 CHF 109'249 50'000 109'081 50'000 50'978 CHF 23'868 CHF 99.44% 99.44%
13.11.2024 2.11% 0.47 CHF 0.48 CHF 108'110 50'000 108'111 49'819 51'057 CHF 24'029 CHF 98.88% 98.88%
12.11.2024 1.99% 0.50 CHF 0.51 CHF 106'513 50'000 102'380 50'000 50'804 CHF 25'319 CHF 13.17% 13.17%
11.11.2024 1.87% 0.52 CHF 0.53 CHF 100'000 50'000 100'000 50'000 52'865 CHF 26'932 CHF 100.00% 100.00%
08.11.2024 1.84% 0.53 CHF 0.54 CHF 100'000 50'000 100'000 50'000 53'755 CHF 27'378 CHF 88.69% 88.69%
07.11.2024 1.90% 0.54 CHF 0.55 CHF 100'000 50'000 98'475 48'703 53'872 CHF 27'161 CHF 99.06% 99.06%

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