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 6.32% 0.17 CHF 0.18 CHF 300'000 50'000 332'445 30'094 50'910 CHF 5'037 CHF 93.90% 93.90%
19.11.2024 7.18% 0.13 CHF 0.14 CHF 390'000 50'000 376'535 29'800 50'536 CHF 4'296 CHF 99.64% 99.64%
18.11.2024 6.35% 0.13 CHF 0.14 CHF 390'000 50'000 333'511 32'123 50'844 CHF 5'086 CHF 67.14% 67.14%
15.11.2024 4.57% 0.18 CHF 0.19 CHF 280'000 50'000 236'640 29'798 50'636 CHF 6'556 CHF 99.65% 99.65%
14.11.2024 3.23% 0.27 CHF 0.28 CHF 190'000 50'000 170'243 27'880 51'873 CHF 8'625 CHF 91.51% 91.51%
13.11.2024 3.00% 0.34 CHF 0.35 CHF 150'000 50'000 151'893 29'232 51'369 CHF 10'232 CHF 97.09% 97.09%
12.11.2024 2.90% 0.32 CHF 0.33 CHF 160'000 50'000 151'901 29'258 51'657 CHF 10'158 CHF 87.54% 87.54%
11.11.2024 2.69% 0.40 CHF 0.41 CHF 130'000 50'000 141'694 28'855 52'052 CHF 11'022 CHF 97.32% 97.32%
08.11.2024 3.64% 0.33 CHF 0.34 CHF 160'000 50'000 191'907 29'887 51'786 CHF 8'612 CHF 98.62% 98.62%
07.11.2024 4.85% 0.22 CHF 0.23 CHF 230'000 50'000 249'604 29'935 50'207 CHF 6'381 CHF 97.62% 97.62%

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