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
03.12.2024 1.69% 0.57 CHF 0.58 CHF 25'000 25'000 12'939 12'939 7'547 CHF 7'676 CHF 99.62% 99.62%
02.12.2024 1.65% 0.55 CHF 0.56 CHF 100'000 25'000 90'341 13'256 54'430 CHF 8'004 CHF 89.75% 89.75%
29.11.2024 1.65% 0.61 CHF 0.62 CHF 90'000 25'000 90'000 12'137 54'118 CHF 7'415 CHF 99.12% 99.12%
28.11.2024 1.71% 0.58 CHF 0.59 CHF 90'000 7'500 90'000 7'500 52'093 CHF 4'416 CHF 100.00% 100.00%
27.11.2024 1.59% 0.61 CHF 0.62 CHF 90'000 25'000 86'130 12'938 53'665 CHF 8'195 CHF 99.66% 99.66%
26.11.2024 1.68% 0.54 CHF 0.55 CHF 100'000 25'000 91'710 21'560 54'253 CHF 13'013 CHF 89.07% 89.07%
25.11.2024 1.86% 0.55 CHF 0.56 CHF 100'000 75'000 98'541 35'127 52'583 CHF 19'378 CHF 99.65% 99.65%
22.11.2024 2.03% 0.49 CHF 0.50 CHF 110'000 75'000 106'532 35'140 51'990 CHF 17'559 CHF 99.56% 99.56%
20.11.2024 1.51% 0.67 CHF 0.68 CHF 80'000 75'000 80'000 35'129 52'758 CHF 23'541 CHF 99.65% 99.65%
19.11.2024 1.47% 0.67 CHF 0.68 CHF 80'000 75'000 80'000 35'128 53'897 CHF 24'078 CHF 99.65% 99.65%

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