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 1.29% 0.83 CHF 0.84 CHF 160'000 160'000 71'875 71'875 57'056 CHF 57'778 CHF 99.78% 99.78%
19.11.2024 1.27% 0.77 CHF 0.78 CHF 160'000 160'000 71'639 71'639 56'959 CHF 57'678 CHF 99.69% 99.69%
18.11.2024 1.16% 0.85 CHF 0.86 CHF 160'000 160'000 70'396 70'396 62'050 CHF 62'757 CHF 99.33% 99.33%
15.11.2024 1.47% 0.84 CHF 0.85 CHF 170'000 170'000 59'995 59'995 45'746 CHF 46'350 CHF 98.48% 98.48%
14.11.2024 3.25% 0.75 CHF 0.76 CHF 200'000 200'000 85'067 85'067 60'972 CHF 62'043 CHF 60.44% 91.68%
13.11.2024 2.14% 0.48 CHF 0.49 CHF 230'000 230'000 104'713 104'713 49'691 CHF 50'743 CHF 99.71% 99.71%
12.11.2024 2.23% 0.45 CHF 0.46 CHF 240'000 240'000 105'099 105'099 48'094 CHF 49'150 CHF 100.00% 100.00%
11.11.2024 2.38% 0.45 CHF 0.46 CHF 250'000 250'000 114'181 114'181 49'581 CHF 50'728 CHF 99.90% 99.90%
08.11.2024 2.48% 0.41 CHF 0.42 CHF 250'000 250'000 114'592 114'592 46'715 CHF 47'865 CHF 99.88% 99.88%
07.11.2024 2.39% 0.43 CHF 0.44 CHF 250'000 250'000 114'307 114'307 48'620 CHF 49'768 CHF 99.85% 99.85%

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