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 3.30% 0.59 CHF 0.60 CHF 90'000 50'000 97'097 25'337 54'107 CHF 14'678 CHF 99.65% 99.65%
19.11.2024 3.18% 0.57 CHF 0.58 CHF 90'000 50'000 90'000 25'338 52'093 CHF 15'103 CHF 99.63% 99.63%
18.11.2024 3.20% 0.58 CHF 0.59 CHF 90'000 50'000 90'053 25'335 51'917 CHF 14'998 CHF 99.64% 99.64%
15.11.2024 3.44% 0.57 CHF 0.58 CHF 90'000 50'000 100'333 29'347 52'554 CHF 16'564 CHF 56.32% 56.32%
14.11.2024 4.36% 0.44 CHF 0.45 CHF 120'000 25'000 124'201 20'007 52'200 CHF 8'791 CHF 99.63% 99.63%
13.11.2024 3.95% 0.46 CHF 0.47 CHF 110'000 50'000 114'748 25'791 52'406 CHF 12'264 CHF 96.77% 96.77%
12.11.2024 4.05% 0.47 CHF 0.48 CHF 110'000 50'000 115'039 25'337 52'285 CHF 11'947 CHF 99.62% 99.62%
11.11.2024 4.34% 0.44 CHF 0.45 CHF 120'000 25'000 126'501 20'291 52'357 CHF 8'779 CHF 96.90% 96.90%
08.11.2024 4.83% 0.41 CHF 0.42 CHF 130'000 25'000 137'897 20'027 52'215 CHF 7'974 CHF 99.62% 99.62%
07.11.2024 4.77% 0.38 CHF 0.39 CHF 140'000 25'000 136'825 20'023 52'367 CHF 8'028 CHF 99.66% 99.66%

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