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 6.28% 0.15 CHF 0.16 CHF 109'727 50'000 109'341 50'000 16'876 CHF 8'217 CHF 100.00% 100.00%
19.11.2024 8.30% 0.12 CHF 0.13 CHF 111'248 50'000 111'783 50'000 12'964 CHF 6'300 CHF 99.94% 99.94%
18.11.2024 7.26% 0.13 CHF 0.14 CHF 110'927 50'000 111'054 50'000 14'757 CHF 7'145 CHF 99.64% 99.64%
15.11.2024 7.01% 0.13 CHF 0.14 CHF 111'367 50'000 111'110 50'000 15'332 CHF 7'401 CHF 93.97% 93.97%
14.11.2024 5.81% 0.17 CHF 0.18 CHF 109'249 50'000 109'081 50'000 18'254 CHF 8'868 CHF 99.44% 99.44%
13.11.2024 5.68% 0.17 CHF 0.18 CHF 108'110 50'000 108'111 49'819 18'624 CHF 9'083 CHF 98.88% 98.88%
12.11.2024 4.91% 0.19 CHF 0.20 CHF 106'674 50'000 106'309 50'000 21'142 CHF 10'444 CHF 97.96% 97.96%
11.11.2024 4.30% 0.22 CHF 0.23 CHF 104'524 50'000 104'189 50'000 23'736 CHF 11'892 CHF 77.73% 77.73%
08.11.2024 4.12% 0.23 CHF 0.24 CHF 103'752 50'000 102'928 50'000 24'449 CHF 12'378 CHF 88.69% 88.69%
07.11.2024 4.07% 0.24 CHF 0.25 CHF 102'313 50'000 102'546 48'703 25'376 CHF 12'550 CHF 99.06% 99.06%

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