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 2.32% 0.83 CHF 0.84 CHF 70'000 50'000 70'000 25'338 55'914 CHF 20'788 CHF 99.65% 99.65%
19.11.2024 2.25% 0.81 CHF 0.82 CHF 70'000 50'000 69'755 25'338 57'144 CHF 21'194 CHF 99.63% 99.63%
18.11.2024 2.26% 0.82 CHF 0.83 CHF 70'000 50'000 70'000 25'335 57'269 CHF 21'116 CHF 99.64% 99.64%
15.11.2024 2.35% 0.81 CHF 0.82 CHF 70'000 50'000 69'382 29'352 53'331 CHF 23'670 CHF 56.30% 56.30%
14.11.2024 2.78% 0.68 CHF 0.69 CHF 80'000 25'000 80'000 20'007 53'013 CHF 13'636 CHF 99.62% 99.62%
13.11.2024 2.59% 0.70 CHF 0.71 CHF 80'000 50'000 79'646 25'792 55'534 CHF 18'466 CHF 96.76% 96.76%
12.11.2024 2.66% 0.71 CHF 0.72 CHF 80'000 50'000 80'000 25'338 55'587 CHF 18'033 CHF 99.62% 99.62%
11.11.2024 2.78% 0.68 CHF 0.69 CHF 80'000 25'000 80'000 20'295 52'297 CHF 13'644 CHF 96.86% 96.86%
08.11.2024 3.00% 0.65 CHF 0.66 CHF 80'000 25'000 87'956 20'027 54'189 CHF 12'733 CHF 99.61% 99.61%
07.11.2024 2.97% 0.62 CHF 0.63 CHF 90'000 25'000 88'432 20'023 54'916 CHF 12'799 CHF 99.65% 99.65%

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