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 2.80% 0.73 CHF 0.74 CHF 70'000 50'000 80'907 30'091 52'383 CHF 20'558 CHF 93.95% 93.95%
19.11.2024 3.50% 0.52 CHF 0.53 CHF 100'000 50'000 101'047 29'798 52'451 CHF 15'924 CHF 99.67% 99.67%
18.11.2024 2.71% 0.51 CHF 0.52 CHF 100'000 50'000 85'792 32'119 53'446 CHF 19'895 CHF 67.17% 67.17%
15.11.2024 1.74% 0.80 CHF 0.81 CHF 70'000 50'000 53'233 29'796 53'052 CHF 29'659 CHF 99.67% 99.67%
14.11.2024 1.42% 1.23 CHF 1.24 CHF 50'000 50'000 41'842 27'875 55'119 CHF 36'831 CHF 91.58% 91.58%
13.11.2024 1.28% 1.41 CHF 1.42 CHF 50'000 50'000 42'175 29'132 58'336 CHF 40'901 CHF 97.61% 97.61%
12.11.2024 1.26% 1.35 CHF 1.36 CHF 50'000 50'000 42'425 29'254 60'467 CHF 41'908 CHF 87.57% 87.57%
11.11.2024 1.23% 1.55 CHF 1.56 CHF 50'000 50'000 42'178 28'845 62'469 CHF 43'400 CHF 97.49% 97.49%
08.11.2024 1.50% 1.43 CHF 1.44 CHF 50'000 50'000 50'000 29'886 62'081 CHF 38'296 CHF 98.64% 98.64%
07.11.2024 1.82% 1.12 CHF 1.13 CHF 50'000 50'000 51'119 29'934 52'116 CHF 31'395 CHF 97.63% 97.63%

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