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 5.82% 0.28 CHF 0.30 CHF 180'700 75'000 169'027 75'000 48'863 CHF 23'045 CHF 60.85% 60.85%
19.11.2024 5.08% 0.31 CHF 0.32 CHF 163'116 75'000 155'439 75'000 50'638 CHF 25'748 CHF 60.08% 60.08%
18.11.2024 5.46% 0.37 CHF 0.39 CHF 140'000 50'000 120'932 44'487 47'257 CHF 18'308 CHF 100.00% 100.00%
15.11.2024 4.44% 0.43 CHF 0.45 CHF 120'000 50'000 124'672 50'000 52'344 CHF 22'007 CHF 99.99% 99.99%
14.11.2024 3.41% 0.53 CHF 0.55 CHF 100'000 50'000 90'329 50'000 52'791 CHF 30'378 CHF 99.52% 99.52%
13.11.2024 3.18% 0.68 CHF 0.70 CHF 80'000 50'000 85'028 49'696 53'612 CHF 32'458 CHF 97.04% 97.04%
12.11.2024 2.65% 0.75 CHF 0.77 CHF 70'000 50'000 70'000 50'000 54'585 CHF 40'036 CHF 100.00% 100.00%
11.11.2024 2.73% 0.79 CHF 0.81 CHF 70'000 50'000 70'000 50'000 54'755 CHF 40'194 CHF 96.53% 96.53%
08.11.2024 2.80% 0.74 CHF 0.76 CHF 70'000 50'000 75'688 50'000 53'681 CHF 36'520 CHF 92.92% 92.92%
07.11.2024 3.15% 0.71 CHF 0.73 CHF 80'000 50'000 78'273 48'703 55'523 CHF 35'652 CHF 99.12% 99.12%

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