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 1.25% 0.78 CHF 0.79 CHF 25'000 25'000 12'937 12'937 10'242 CHF 10'371 CHF 99.66% 99.66%
02.12.2024 1.23% 0.76 CHF 0.77 CHF 70'000 25'000 70'000 13'259 56'799 CHF 10'769 CHF 89.68% 89.68%
29.11.2024 1.23% 0.82 CHF 0.83 CHF 70'000 25'000 70'000 12'135 56'470 CHF 9'908 CHF 99.09% 99.09%
28.11.2024 1.26% 0.79 CHF 0.80 CHF 70'000 7'500 70'000 7'500 54'998 CHF 5'968 CHF 100.00% 100.00%
27.11.2024 1.20% 0.81 CHF 0.82 CHF 70'000 25'000 67'412 12'937 55'961 CHF 10'874 CHF 99.66% 99.66%
26.11.2024 1.24% 0.74 CHF 0.75 CHF 70'000 25'000 69'993 21'560 56'032 CHF 17'498 CHF 89.08% 89.08%
25.11.2024 1.34% 0.76 CHF 0.77 CHF 75'000 75'000 71'066 35'126 52'667 CHF 26'651 CHF 99.66% 99.66%
22.11.2024 1.43% 0.69 CHF 0.70 CHF 80'000 75'000 78'885 35'139 54'899 CHF 24'872 CHF 99.57% 99.57%
20.11.2024 1.15% 0.87 CHF 0.88 CHF 75'000 75'000 63'197 35'128 54'746 CHF 30'797 CHF 99.66% 99.66%
19.11.2024 1.13% 0.87 CHF 0.88 CHF 75'000 75'000 63'197 35'126 55'708 CHF 31'351 CHF 99.66% 99.66%

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