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 3.18% 0.90 CHF 0.91 CHF 60'000 50'000 67'701 30'089 55'268 CHF 25'833 CHF 93.97% 93.97%
19.11.2024 3.66% 0.69 CHF 0.70 CHF 80'000 50'000 78'874 29'797 54'197 CHF 21'125 CHF 99.69% 99.69%
18.11.2024 2.90% 0.68 CHF 0.69 CHF 80'000 50'000 66'501 32'115 52'874 CHF 25'525 CHF 67.20% 67.20%
15.11.2024 2.19% 0.97 CHF 0.98 CHF 60'000 50'000 50'575 29'795 59'238 CHF 34'915 CHF 99.69% 99.69%
14.11.2024 1.76% 1.40 CHF 1.41 CHF 50'000 50'000 41'842 27'873 62'222 CHF 41'744 CHF 91.60% 91.60%
13.11.2024 1.65% 1.58 CHF 1.59 CHF 50'000 50'000 42'186 29'228 65'424 CHF 46'148 CHF 97.13% 97.13%
12.11.2024 1.58% 1.52 CHF 1.53 CHF 50'000 50'000 42'424 29'251 67'593 CHF 47'002 CHF 87.59% 87.59%
11.11.2024 1.58% 1.73 CHF 1.74 CHF 50'000 50'000 40'713 28'840 67'114 CHF 48'438 CHF 97.57% 97.57%
08.11.2024 1.87% 1.60 CHF 1.61 CHF 50'000 50'000 42'165 29'885 59'603 CHF 43'447 CHF 98.65% 98.65%
07.11.2024 2.18% 1.29 CHF 1.30 CHF 50'000 50'000 49'977 29'933 59'442 CHF 36'632 CHF 97.64% 97.64%

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