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 3.23% 0.30 CHF 0.31 CHF 109'727 50'000 109'341 50'000 33'277 CHF 15'718 CHF 100.00% 100.00%
19.11.2024 3.68% 0.27 CHF 0.28 CHF 111'248 50'000 111'827 50'000 29'841 CHF 13'844 CHF 99.94% 99.94%
18.11.2024 3.47% 0.28 CHF 0.29 CHF 110'927 50'000 111'054 50'000 31'415 CHF 14'645 CHF 99.64% 99.64%
15.11.2024 3.41% 0.28 CHF 0.29 CHF 111'367 50'000 111'110 50'000 31'998 CHF 14'901 CHF 93.97% 93.97%
14.11.2024 3.10% 0.32 CHF 0.33 CHF 109'249 50'000 109'082 50'000 34'616 CHF 16'368 CHF 99.44% 99.44%
13.11.2024 3.08% 0.32 CHF 0.33 CHF 108'110 50'000 108'111 49'819 34'840 CHF 16'556 CHF 98.88% 98.88%
12.11.2024 2.83% 0.34 CHF 0.35 CHF 106'674 50'000 106'309 50'000 37'089 CHF 17'944 CHF 97.96% 97.96%
11.11.2024 2.61% 0.37 CHF 0.38 CHF 104'524 50'000 104'189 50'000 39'364 CHF 19'392 CHF 77.73% 77.73%
08.11.2024 2.55% 0.38 CHF 0.39 CHF 103'752 50'000 102'928 50'000 39'888 CHF 19'878 CHF 88.69% 88.69%
07.11.2024 2.61% 0.39 CHF 0.40 CHF 102'313 50'000 102'545 48'703 40'735 CHF 19'856 CHF 99.06% 99.06%

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