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 7.75% 0.21 CHF 0.22 CHF 250'000 50'000 223'494 25'336 51'260 CHF 6'147 CHF 99.66% 99.66%
19.11.2024 8.69% 0.23 CHF 0.24 CHF 230'000 50'000 247'938 25'337 51'085 CHF 5'664 CHF 99.64% 99.64%
18.11.2024 8.48% 0.22 CHF 0.23 CHF 230'000 50'000 241'178 25'334 51'096 CHF 5'856 CHF 99.65% 99.65%
15.11.2024 6.26% 0.24 CHF 0.25 CHF 220'000 50'000 195'027 29'348 51'170 CHF 7'712 CHF 56.31% 56.31%
14.11.2024 4.84% 0.37 CHF 0.38 CHF 140'000 25'000 138'247 20'006 52'058 CHF 7'885 CHF 99.64% 99.64%
13.11.2024 5.37% 0.34 CHF 0.35 CHF 150'000 50'000 153'727 25'791 51'381 CHF 9'033 CHF 96.76% 96.76%
12.11.2024 5.42% 0.33 CHF 0.34 CHF 160'000 50'000 154'172 25'334 51'751 CHF 8'961 CHF 99.65% 99.65%
11.11.2024 4.78% 0.36 CHF 0.37 CHF 150'000 25'000 139'726 20'291 52'580 CHF 7'991 CHF 96.91% 96.91%
08.11.2024 4.46% 0.39 CHF 0.40 CHF 130'000 25'000 129'717 20'026 52'986 CHF 8'524 CHF 99.64% 99.64%
07.11.2024 4.37% 0.42 CHF 0.43 CHF 120'000 25'000 122'737 20'022 51'291 CHF 8'732 CHF 99.66% 99.66%

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