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 1.77% 0.63 CHF 0.64 CHF 81'360 50'000 80'001 50'000 52'241 CHF 33'233 CHF 71.18% 71.18%
19.11.2024 1.71% 0.63 CHF 0.64 CHF 81'094 50'000 80'150 50'000 51'412 CHF 32'628 CHF 54.13% 54.13%
18.11.2024 1.59% 0.68 CHF 0.69 CHF 80'000 50'000 79'364 50'000 55'211 CHF 35'348 CHF 99.90% 99.90%
15.11.2024 1.36% 0.74 CHF 0.75 CHF 70'000 50'000 70'981 50'000 51'789 CHF 36'999 CHF 90.02% 90.02%
14.11.2024 1.35% 0.73 CHF 0.74 CHF 70'000 50'000 71'447 50'000 52'472 CHF 37'250 CHF 72.68% 72.68%
13.11.2024 1.96% 0.69 CHF 0.70 CHF 79'747 50'000 77'089 49'710 53'803 CHF 35'428 CHF 99.36% 99.36%
12.11.2024 1.60% 0.73 CHF 0.74 CHF 70'000 50'000 70'000 50'000 54'841 CHF 39'804 CHF 100.00% 100.00%
11.11.2024 1.74% 0.85 CHF 0.86 CHF 60'000 50'000 62'618 50'000 52'669 CHF 42'817 CHF 100.00% 100.00%
08.11.2024 1.48% 0.78 CHF 0.80 CHF 70'000 50'000 70'000 50'000 54'534 CHF 39'535 CHF 100.00% 100.00%
07.11.2024 1.46% 0.81 CHF 0.82 CHF 70'000 50'000 70'514 48'659 53'395 CHF 37'457 CHF 96.00% 96.00%

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