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 5.04% 0.97 CHF 1.00 CHF 200'000 200'000 82'611 74'751 83'504 CHF 78'510 CHF 99.64% 99.64%
19.11.2024 5.22% 1.00 CHF 1.03 CHF 200'000 200'000 85'461 74'749 85'208 CHF 77'762 CHF 99.64% 99.64%
18.11.2024 5.45% 1.07 CHF 1.10 CHF 300'000 300'000 112'243 112'243 112'684 CHF 117'459 CHF 99.44% 99.44%
15.11.2024 5.29% 0.92 CHF 0.95 CHF 200'000 200'000 87'245 74'752 84'288 CHF 75'134 CHF 99.64% 99.64%
14.11.2024 4.72% 1.07 CHF 1.10 CHF 200'000 200'000 82'543 74'713 90'864 CHF 85'384 CHF 99.61% 99.61%
13.11.2024 7.13% 1.16 CHF 1.21 CHF 200'000 200'000 83'398 75'756 100'301 CHF 96'490 CHF 96.84% 96.84%
12.11.2024 6.43% 1.27 CHF 1.32 CHF 200'000 200'000 74'891 74'891 99'748 CHF 105'056 CHF 99.24% 99.24%
11.11.2024 6.12% 1.41 CHF 1.46 CHF 200'000 200'000 74'751 74'751 104'793 CHF 110'096 CHF 99.63% 99.63%
08.11.2024 5.72% 1.52 CHF 1.57 CHF 200'000 200'000 74'746 74'746 113'665 CHF 118'968 CHF 99.63% 99.63%
07.11.2024 6.29% 1.47 CHF 1.52 CHF 200'000 200'000 74'747 74'747 106'508 CHF 111'811 CHF 99.63% 99.63%

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