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 2.05% 0.51 CHF 0.52 CHF 100'000 100'000 120'751 120'751 58'209 CHF 59'417 CHF 99.21% 99.21%
19.11.2024 1.92% 0.52 CHF 0.53 CHF 100'000 100'000 101'962 101'962 52'494 CHF 53'514 CHF 98.84% 98.84%
18.11.2024 2.09% 0.50 CHF 0.51 CHF 100'000 100'000 120'220 120'220 56'707 CHF 57'910 CHF 99.16% 99.16%
15.11.2024 2.16% 0.48 CHF 0.49 CHF 125'000 125'000 125'000 125'000 57'157 CHF 58'407 CHF 99.39% 99.39%
14.11.2024 2.81% 0.40 CHF 0.41 CHF 125'000 125'000 151'715 151'720 53'102 CHF 54'621 CHF 99.34% 99.34%
13.11.2024 2.83% 0.32 CHF 0.33 CHF 175'000 175'000 137'308 137'308 47'779 CHF 49'152 CHF 98.95% 98.95%
12.11.2024 2.74% 0.33 CHF 0.34 CHF 88'000 88'000 76'439 76'439 27'543 CHF 28'307 CHF 99.11% 99.11%
11.11.2024 2.20% 0.38 CHF 0.39 CHF 75'000 75'000 63'785 63'785 28'721 CHF 29'359 CHF 99.40% 99.40%
08.11.2024 1.58% 0.56 CHF 0.57 CHF 50'000 50'000 50'000 50'000 31'347 CHF 31'847 CHF 99.36% 99.36%
07.11.2024 1.49% 0.62 CHF 0.63 CHF 50'000 50'000 40'513 40'513 26'959 CHF 27'364 CHF 99.26% 99.26%

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