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 2.73% 0.40 CHF 0.41 CHF 130'000 60'000 141'510 36'514 51'194 CHF 13'803 CHF 99.61% 99.61%
19.11.2024 2.95% 0.35 CHF 0.36 CHF 150'000 60'000 154'802 36'515 51'757 CHF 12'670 CHF 99.63% 99.63%
18.11.2024 3.90% 0.28 CHF 0.29 CHF 180'000 60'000 201'776 36'589 50'737 CHF 9'662 CHF 98.50% 98.50%
15.11.2024 4.26% 0.21 CHF 0.22 CHF 240'000 60'000 219'816 36'515 50'495 CHF 8'674 CHF 99.63% 99.63%
14.11.2024 5.41% 0.24 CHF 0.25 CHF 210'000 60'000 282'524 36'515 50'774 CHF 7'419 CHF 99.63% 99.63%
13.11.2024 3.68% 0.22 CHF 0.23 CHF 230'000 60'000 190'316 36'653 50'722 CHF 9'990 CHF 97.57% 97.57%
12.11.2024 3.70% 0.27 CHF 0.28 CHF 190'000 60'000 192'966 36'523 51'154 CHF 10'081 CHF 99.50% 99.50%
11.11.2024 2.43% 0.32 CHF 0.33 CHF 160'000 60'000 129'156 36'595 52'601 CHF 14'974 CHF 98.41% 98.41%
08.11.2024 2.14% 0.47 CHF 0.48 CHF 110'000 60'000 112'972 36'517 52'332 CHF 17'359 CHF 99.60% 99.60%
07.11.2024 2.00% 0.50 CHF 0.51 CHF 100'000 60'000 104'486 39'801 51'810 CHF 19'938 CHF 57.44% 57.44%

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