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 6.46% 0.65 CHF 0.82 CHF 80'000 5'000 65'780 2'433 53'538 CHF 2'116 CHF 78.03% 99.63%
19.11.2024 5.17% 0.93 CHF 0.96 CHF 60'000 5'000 60'520 2'980 54'282 CHF 2'796 CHF 99.64% 99.64%
18.11.2024 9.33% 0.70 CHF 0.72 CHF 80'000 5'000 108'701 2'984 52'573 CHF 1'662 CHF 98.82% 98.82%
15.11.2024 5.34% 0.65 CHF 0.67 CHF 80'000 5'000 65'247 3'015 54'504 CHF 2'600 CHF 96.19% 96.19%
14.11.2024 5.47% 1.01 CHF 1.04 CHF 50'000 5'000 62'180 2'980 53'705 CHF 2'832 CHF 99.63% 99.63%
13.11.2024 4.14% 0.77 CHF 0.79 CHF 70'000 5'000 51'584 3'004 57'091 CHF 3'380 CHF 97.27% 97.27%
12.11.2024 4.40% 0.98 CHF 1.01 CHF 60'000 5'000 50'944 2'980 55'492 CHF 3'418 CHF 99.56% 99.56%
11.11.2024 3.04% 1.34 CHF 1.37 CHF 40'000 5'000 35'597 2'874 57'377 CHF 4'654 CHF 99.63% 99.63%
08.11.2024 2.31% 2.06 CHF 2.08 CHF 30'000 5'000 30'000 2'880 65'444 CHF 6'327 CHF 99.37% 99.37%
07.11.2024 3.16% 1.97 CHF 2.00 CHF 30'000 5'000 37'829 2'984 59'047 CHF 5'020 CHF 99.63% 99.63%

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