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 5.14% 1.09 CHF 1.08 CHF 50'000 10'000 51'677 10'000 52'288 CHF 10'660 CHF 4.75% 90.63%
19.11.2024 5.90% 0.87 CHF 0.92 CHF 60'000 10'000 64'634 10'000 53'500 CHF 8'796 CHF 92.22% 92.22%
18.11.2024 7.03% 0.89 CHF 0.94 CHF 60'000 10'000 60'106 9'449 52'355 CHF 8'818 CHF 100.00% 100.00%
15.11.2024 5.38% 0.90 CHF 0.95 CHF 60'000 10'000 60'000 10'000 54'914 CHF 9'658 CHF 94.51% 94.51%
14.11.2024 5.10% 0.96 CHF 1.01 CHF 60'000 10'000 60'000 10'000 57'579 CHF 10'099 CHF 99.22% 99.22%
13.11.2024 5.81% 0.87 CHF 0.92 CHF 60'000 10'000 60'383 9'966 51'464 CHF 9'002 CHF 74.89% 74.89%
12.11.2024 5.35% 0.84 CHF 0.89 CHF 60'000 10'000 60'000 10'000 55'103 CHF 9'688 CHF 100.00% 100.00%
11.11.2024 5.12% 0.97 CHF 1.02 CHF 60'000 10'000 58'513 10'000 57'396 CHF 10'332 CHF 100.00% 100.00%
08.11.2024 5.43% 1.00 CHF 1.05 CHF 59'154 10'000 55'811 10'000 55'345 CHF 10'484 CHF 50.74% 50.74%
07.11.2024 5.47% 1.03 CHF 1.08 CHF 50'000 10'000 51'038 9'839 52'105 CHF 10'621 CHF 79.78% 79.78%

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