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 18.33% 1.05 CHF 1.15 CHF 50'000 20'000 60'437 7'473 53'812 CHF 8'254 CHF 99.57% 99.57%
19.11.2024 9.70% 0.93 CHF 0.98 CHF 60'000 20'000 61'606 7'472 54'055 CHF 7'269 CHF 99.58% 99.58%
18.11.2024 12.26% 0.75 CHF 0.80 CHF 70'000 20'000 77'234 7'513 52'817 CHF 5'832 CHF 98.47% 98.47%
15.11.2024 12.77% 0.63 CHF 0.68 CHF 80'000 20'000 80'532 7'473 52'348 CHF 5'348 CHF 99.59% 99.59%
14.11.2024 15.48% 0.69 CHF 0.74 CHF 80'000 20'000 97'648 7'473 52'951 CHF 5'105 CHF 99.59% 99.59%
13.11.2024 11.07% 0.66 CHF 0.71 CHF 80'000 20'000 71'753 7'568 53'735 CHF 6'022 CHF 96.94% 96.94%
12.11.2024 22.45% 0.76 CHF 0.86 CHF 70'000 20'000 75'487 7'478 53'206 CHF 6'505 CHF 99.47% 99.47%
11.11.2024 16.91% 0.92 CHF 1.07 CHF 60'000 10'000 40'772 3'758 56'083 CHF 5'430 CHF 98.38% 98.38%
08.11.2024 18.79% 1.87 CHF 2.07 CHF 30'000 5'000 33'384 1'869 57'373 CHF 3'888 CHF 99.56% 99.56%
07.11.2024 15.20% 2.06 CHF 2.26 CHF 30'000 5'000 30'245 2'258 61'077 CHF 5'014 CHF 50.09% 50.09%

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