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 4.62% 0.65 CHF 0.66 CHF 80'000 50'000 94'064 30'089 52'800 CHF 18'186 CHF 93.97% 93.97%
19.11.2024 5.82% 0.44 CHF 0.45 CHF 120'000 50'000 119'353 29'797 51'751 CHF 13'592 CHF 99.69% 99.69%
18.11.2024 4.16% 0.43 CHF 0.44 CHF 120'000 50'000 99'092 32'115 52'952 CHF 17'307 CHF 67.20% 67.20%
15.11.2024 2.70% 0.72 CHF 0.73 CHF 70'000 50'000 61'928 29'795 56'601 CHF 27'298 CHF 99.69% 99.69%
14.11.2024 2.05% 1.15 CHF 1.16 CHF 50'000 50'000 43'585 27'873 53'667 CHF 34'596 CHF 91.60% 91.60%
13.11.2024 1.91% 1.33 CHF 1.34 CHF 50'000 50'000 42'186 29'227 54'764 CHF 38'732 CHF 97.14% 97.14%
12.11.2024 1.87% 1.27 CHF 1.28 CHF 50'000 50'000 42'424 29'251 56'851 CHF 39'594 CHF 87.59% 87.59%
11.11.2024 1.77% 1.47 CHF 1.48 CHF 50'000 50'000 42'176 28'839 58'908 CHF 41'120 CHF 97.58% 97.58%
08.11.2024 2.26% 1.35 CHF 1.36 CHF 50'000 50'000 50'000 29'885 57'831 CHF 35'955 CHF 98.66% 98.66%
07.11.2024 2.63% 1.04 CHF 1.05 CHF 50'000 50'000 58'936 29'933 55'263 CHF 29'105 CHF 97.64% 97.64%

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