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
26.11.2024 13.91% 1.63 CHF 1.73 CHF 100'000 100'000 61'235 37'976 78'057 CHF 56'653 CHF 96.30% 96.30%
25.11.2024 12.25% 1.25 CHF 1.35 CHF 50'000 50'000 43'016 19'651 57'741 CHF 29'073 CHF 89.67% 89.67%
22.11.2024 14.97% 1.61 CHF 1.76 CHF 50'000 50'000 38'663 18'688 63'157 CHF 34'171 CHF 99.64% 99.64%
20.11.2024 11.76% 1.71 CHF 1.81 CHF 100'000 100'000 53'029 37'372 79'525 CHF 62'985 CHF 99.62% 99.62%
19.11.2024 11.02% 1.61 CHF 1.71 CHF 100'000 100'000 53'008 37'373 82'224 CHF 63'834 CHF 99.64% 99.64%
18.11.2024 14.34% 1.32 CHF 1.47 CHF 50'000 50'000 36'037 18'707 60'131 CHF 33'358 CHF 99.42% 99.42%
15.11.2024 13.88% 2.10 CHF 2.25 CHF 50'000 50'000 34'344 18'687 63'326 CHF 39'853 CHF 99.63% 99.63%
14.11.2024 11.53% 1.64 CHF 1.74 CHF 50'000 50'000 42'169 18'677 61'995 CHF 30'830 CHF 99.60% 99.60%
13.11.2024 13.24% 1.42 CHF 1.52 CHF 100'000 100'000 57'959 37'742 73'724 CHF 54'077 CHF 97.57% 97.57%
12.11.2024 7.92% 1.24 CHF 1.29 CHF 100'000 100'000 61'544 37'445 67'690 CHF 44'601 CHF 99.23% 99.23%

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