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 1.51% 0.85 CHF 0.86 CHF 67'690 50'000 60'420 50'000 50'799 CHF 42'680 CHF 12.32% 58.76%
19.11.2024 1.69% 0.84 CHF 0.85 CHF 67'144 50'000 68'838 50'000 54'036 CHF 39'930 CHF 81.23% 81.23%
18.11.2024 1.88% 0.79 CHF 0.80 CHF 68'422 50'000 70'028 45'531 53'675 CHF 35'780 CHF 91.59% 91.59%
15.11.2024 1.75% 0.72 CHF 0.73 CHF 74'410 50'000 71'252 50'000 52'237 CHF 37'360 CHF 74.74% 74.74%
14.11.2024 1.58% 0.94 CHF 0.95 CHF 60'000 50'000 60'000 50'000 54'044 CHF 45'755 CHF 99.27% 99.27%
13.11.2024 1.32% 0.91 CHF 0.92 CHF 60'000 50'000 60'000 49'375 52'529 CHF 43'800 CHF 99.40% 99.40%
12.11.2024 1.62% 0.88 CHF 0.90 CHF 60'000 50'000 60'000 50'000 52'871 CHF 44'779 CHF 100.00% 100.00%
11.11.2024 1.56% 0.90 CHF 0.92 CHF 60'000 50'000 60'000 50'000 55'106 CHF 46'642 CHF 100.00% 100.00%
08.11.2024 1.31% 0.91 CHF 0.92 CHF 60'000 50'000 60'000 50'000 54'091 CHF 45'669 CHF 100.00% 100.00%
07.11.2024 1.52% 0.85 CHF 0.87 CHF 60'000 50'000 61'389 48'375 52'139 CHF 41'796 CHF 94.99% 94.99%

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