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% 0.45 CHF 0.46 CHF 120'000 50'000 109'018 50'000 52'086 CHF 24'461 CHF 92.81% 92.81%
19.11.2024 2.36% 0.46 CHF 0.47 CHF 110'000 50'000 118'840 50'000 53'237 CHF 22'940 CHF 99.53% 99.53%
18.11.2024 2.81% 0.48 CHF 0.49 CHF 110'000 50'000 110'133 44'487 51'716 CHF 21'495 CHF 100.00% 100.00%
15.11.2024 2.35% 0.42 CHF 0.43 CHF 120'000 50'000 114'484 50'000 52'086 CHF 23'314 CHF 92.47% 92.47%
14.11.2024 2.37% 0.48 CHF 0.49 CHF 110'000 50'000 110'000 50'000 52'883 CHF 24'614 CHF 98.20% 98.20%
13.11.2024 2.32% 0.46 CHF 0.47 CHF 110'000 50'000 109'895 49'700 51'987 CHF 24'081 CHF 98.35% 98.35%
12.11.2024 2.12% 0.50 CHF 0.51 CHF 100'000 50'000 100'568 50'000 52'229 CHF 26'533 CHF 97.69% 97.69%
11.11.2024 2.04% 0.56 CHF 0.57 CHF 90'000 50'000 91'294 50'000 51'130 CHF 28'589 CHF 100.00% 100.00%
08.11.2024 2.14% 0.52 CHF 0.53 CHF 100'000 50'000 100'009 50'000 51'511 CHF 26'311 CHF 96.30% 96.30%
07.11.2024 2.25% 0.50 CHF 0.51 CHF 100'000 50'000 100'133 48'588 52'056 CHF 25'836 CHF 91.03% 91.03%

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