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 2.86% 0.91 CHF 0.92 CHF 60'000 50'000 59'999 25'333 52'771 CHF 22'981 CHF 99.69% 99.69%
19.11.2024 2.78% 0.89 CHF 0.90 CHF 60'000 50'000 60'000 25'334 53'995 CHF 23'384 CHF 99.66% 99.66%
18.11.2024 2.78% 0.90 CHF 0.91 CHF 60'000 50'000 59'999 25'332 53'955 CHF 23'320 CHF 99.67% 99.67%
15.11.2024 2.63% 0.89 CHF 0.90 CHF 60'000 50'000 65'810 29'339 55'870 CHF 26'192 CHF 56.35% 56.35%
14.11.2024 3.36% 0.77 CHF 0.78 CHF 70'000 25'000 70'000 20'005 52'103 CHF 15'402 CHF 99.66% 99.66%
13.11.2024 3.20% 0.78 CHF 0.79 CHF 70'000 50'000 69'998 25'788 54'485 CHF 20'713 CHF 96.80% 96.80%
12.11.2024 3.20% 0.79 CHF 0.80 CHF 70'000 50'000 70'000 25'330 54'324 CHF 20'234 CHF 99.68% 99.68%
11.11.2024 3.39% 0.77 CHF 0.78 CHF 70'000 25'000 69'999 20'290 51'419 CHF 15'420 CHF 96.93% 96.93%
08.11.2024 3.58% 0.73 CHF 0.74 CHF 70'000 25'000 78'418 20'024 54'626 CHF 14'477 CHF 99.66% 99.66%
07.11.2024 3.55% 0.71 CHF 0.72 CHF 80'000 25'000 79'999 20'021 56'159 CHF 14'550 CHF 99.69% 99.69%

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