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 2.24% 0.90 CHF 0.91 CHF 60'000 50'000 67'702 30'091 55'008 CHF 25'497 CHF 93.94% 93.94%
19.11.2024 2.67% 0.68 CHF 0.69 CHF 80'000 50'000 79'642 29'798 54'434 CHF 20'812 CHF 99.67% 99.67%
18.11.2024 2.07% 0.67 CHF 0.68 CHF 80'000 50'000 67'142 32'119 52'960 CHF 25'147 CHF 67.17% 67.17%
15.11.2024 1.55% 0.96 CHF 0.97 CHF 60'000 50'000 50'706 29'796 59'174 CHF 34'580 CHF 99.67% 99.67%
14.11.2024 1.25% 1.40 CHF 1.41 CHF 50'000 50'000 41'842 27'875 61'988 CHF 41'401 CHF 91.57% 91.57%
13.11.2024 1.15% 1.57 CHF 1.58 CHF 50'000 50'000 42'186 29'229 65'272 CHF 45'842 CHF 97.11% 97.11%
12.11.2024 1.14% 1.51 CHF 1.52 CHF 50'000 50'000 42'425 29'254 67'388 CHF 46'680 CHF 87.57% 87.57%
11.11.2024 1.10% 1.72 CHF 1.73 CHF 50'000 50'000 41'122 28'846 67'565 CHF 48'087 CHF 97.48% 97.48%
08.11.2024 1.29% 1.60 CHF 1.61 CHF 50'000 50'000 42'166 29'886 59'414 CHF 43'101 CHF 98.64% 98.64%
07.11.2024 1.41% 1.28 CHF 1.29 CHF 50'000 50'000 49'982 29'934 59'200 CHF 36'237 CHF 97.63% 97.63%

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