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 3.13% 0.30 CHF 0.31 CHF 170'000 75'000 160'680 52'686 51'882 CHF 17'442 CHF 99.66% 99.66%
19.11.2024 3.54% 0.30 CHF 0.31 CHF 170'000 75'000 177'899 52'694 51'254 CHF 15'672 CHF 99.58% 99.58%
18.11.2024 3.17% 0.32 CHF 0.33 CHF 160'000 75'000 157'210 52'681 51'844 CHF 17'921 CHF 99.66% 99.66%
15.11.2024 4.30% 0.24 CHF 0.25 CHF 210'000 100'000 221'971 61'827 50'538 CHF 14'673 CHF 88.83% 88.83%
14.11.2024 3.51% 0.23 CHF 0.24 CHF 220'000 75'000 182'870 57'180 51'267 CHF 16'998 CHF 73.93% 83.48%
13.11.2024 2.34% 0.39 CHF 0.40 CHF 130'000 75'000 122'151 53'402 52'618 CHF 23'482 CHF 97.13% 97.13%
12.11.2024 2.24% 0.42 CHF 0.43 CHF 120'000 75'000 110'147 52'717 52'126 CHF 25'363 CHF 99.53% 99.53%
11.11.2024 1.66% 0.65 CHF 0.66 CHF 80'000 75'000 80'220 52'675 51'821 CHF 34'666 CHF 99.68% 99.68%
08.11.2024 1.55% 0.72 CHF 0.73 CHF 70'000 25'000 79'173 24'866 55'272 CHF 17'634 CHF 58.92% 58.92%
07.11.2024 1.53% 0.80 CHF 0.81 CHF 75'000 75'000 73'633 51'155 53'884 CHF 38'446 CHF 88.28% 88.28%

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