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 4.76% 0.47 CHF 0.48 CHF 110'000 50'000 135'362 30'091 51'842 CHF 12'663 CHF 93.95% 93.95%
19.11.2024 6.87% 0.26 CHF 0.27 CHF 200'000 50'000 199'094 29'798 50'917 CHF 8'122 CHF 99.67% 99.67%
18.11.2024 4.62% 0.25 CHF 0.26 CHF 200'000 50'000 149'614 32'119 51'869 CHF 11'474 CHF 67.17% 67.17%
15.11.2024 2.43% 0.54 CHF 0.55 CHF 100'000 50'000 74'191 29'796 54'419 CHF 21'845 CHF 99.67% 99.67%
14.11.2024 1.67% 0.97 CHF 0.98 CHF 60'000 50'000 51'591 27'875 54'489 CHF 29'493 CHF 91.58% 91.58%
13.11.2024 1.58% 1.15 CHF 1.16 CHF 50'000 50'000 50'000 29'133 55'981 CHF 33'278 CHF 97.61% 97.61%
12.11.2024 1.53% 1.09 CHF 1.10 CHF 50'000 50'000 50'000 29'254 58'329 CHF 34'270 CHF 87.57% 87.57%
11.11.2024 1.51% 1.29 CHF 1.30 CHF 50'000 50'000 49'585 28'845 60'368 CHF 35'895 CHF 97.49% 97.49%
08.11.2024 1.88% 1.18 CHF 1.19 CHF 50'000 50'000 57'880 29'886 56'691 CHF 30'591 CHF 98.64% 98.64%
07.11.2024 2.26% 0.86 CHF 0.87 CHF 60'000 50'000 70'397 29'934 53'619 CHF 23'643 CHF 97.63% 97.63%

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