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 5.00% 0.68 CHF 0.72 CHF 44'688 10'000 43'924 10'000 31'432 CHF 7'526 CHF 100.00% 100.00%
19.11.2024 3.51% 0.68 CHF 0.71 CHF 44'781 10'000 46'050 10'000 29'647 CHF 6'672 CHF 99.99% 99.99%
18.11.2024 3.80% 0.66 CHF 0.68 CHF 46'213 10'000 41'576 9'447 26'238 CHF 6'196 CHF 99.80% 99.80%
15.11.2024 2.36% 0.61 CHF 0.63 CHF 47'932 10'000 48'610 10'000 28'753 CHF 6'058 CHF 99.54% 99.54%
14.11.2024 2.90% 0.75 CHF 0.77 CHF 44'373 10'000 42'668 10'000 34'912 CHF 8'430 CHF 97.90% 97.90%
13.11.2024 2.90% 0.83 CHF 0.86 CHF 41'733 10'000 42'175 9'982 33'514 CHF 8'166 CHF 97.60% 97.60%
12.11.2024 2.92% 0.81 CHF 0.84 CHF 42'131 10'000 42'013 10'000 34'399 CHF 8'432 CHF 98.69% 98.69%
11.11.2024 2.88% 0.82 CHF 0.85 CHF 42'116 10'000 42'639 10'000 33'726 CHF 8'142 CHF 66.13% 66.13%
08.11.2024 3.39% 0.67 CHF 0.69 CHF 45'362 10'000 45'701 10'000 30'149 CHF 6'829 CHF 90.93% 90.93%
07.11.2024 3.29% 0.62 CHF 0.63 CHF 47'128 10'000 46'330 9'975 29'504 CHF 6'563 CHF 32.18% 32.18%

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