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 3.94% 0.50 CHF 0.51 CHF 110'000 50'000 109'977 25'337 51'494 CHF 12'414 CHF 99.65% 99.65%
19.11.2024 3.75% 0.48 CHF 0.49 CHF 110'000 50'000 109'220 25'338 53'474 CHF 12'846 CHF 99.63% 99.63%
18.11.2024 3.76% 0.49 CHF 0.50 CHF 110'000 50'000 110'000 25'335 53'573 CHF 12'731 CHF 99.64% 99.64%
15.11.2024 4.16% 0.48 CHF 0.49 CHF 110'000 50'000 120'024 29'350 52'123 CHF 13'934 CHF 56.31% 56.31%
14.11.2024 5.55% 0.35 CHF 0.36 CHF 150'000 25'000 157'867 20'007 52'176 CHF 6'997 CHF 99.63% 99.63%
13.11.2024 4.87% 0.37 CHF 0.38 CHF 140'000 50'000 139'816 25'792 51'421 CHF 9'965 CHF 96.76% 96.76%
12.11.2024 5.01% 0.38 CHF 0.39 CHF 140'000 50'000 140'330 25'336 51'306 CHF 9'691 CHF 99.63% 99.63%
11.11.2024 5.51% 0.35 CHF 0.36 CHF 150'000 25'000 158'585 20'291 51'587 CHF 6'980 CHF 96.90% 96.90%
08.11.2024 6.26% 0.32 CHF 0.33 CHF 160'000 25'000 177'893 20'027 51'691 CHF 6'211 CHF 99.63% 99.63%
07.11.2024 6.13% 0.30 CHF 0.31 CHF 170'000 25'000 173'931 20'023 51'219 CHF 6'259 CHF 99.65% 99.65%

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