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 1.74% 0.76 CHF 0.79 CHF 66'119 50'000 64'951 50'000 50'033 CHF 39'194 CHF 14.13% 100.00%
19.11.2024 1.88% 0.76 CHF 0.78 CHF 65'166 50'000 66'327 50'000 47'541 CHF 36'542 CHF 100.00% 100.00%
18.11.2024 2.42% 0.71 CHF 0.73 CHF 66'539 50'000 68'384 43'384 46'915 CHF 30'768 CHF 100.00% 100.00%
15.11.2024 2.15% 0.61 CHF 0.62 CHF 73'194 50'000 70'606 50'000 46'105 CHF 33'406 CHF 99.97% 99.97%
14.11.2024 1.71% 0.84 CHF 0.85 CHF 61'443 50'000 61'225 50'000 50'619 CHF 42'054 CHF 54.38% 54.38%
13.11.2024 2.11% 0.84 CHF 0.85 CHF 60'000 50'000 62'362 49'367 49'774 CHF 40'247 CHF 98.09% 98.09%
12.11.2024 1.74% 0.84 CHF 0.85 CHF 60'958 50'000 62'508 50'000 49'731 CHF 40'493 CHF 69.31% 69.31%
11.11.2024 1.42% 0.84 CHF 0.85 CHF 61'049 50'000 60'183 50'000 51'049 CHF 43'026 CHF 98.36% 98.36%
08.11.2024 1.90% 0.84 CHF 0.85 CHF 60'986 50'000 60'896 50'000 50'120 CHF 41'941 CHF 60.41% 60.41%
07.11.2024 1.88% 0.78 CHF 0.79 CHF 63'113 50'000 63'358 48'444 49'140 CHF 38'336 CHF 99.23% 99.23%

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