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 4.38% 0.21 CHF 0.22 CHF 240'000 75'000 211'045 52'698 50'320 CHF 13'022 CHF 99.58% 99.58%
19.11.2024 4.99% 0.21 CHF 0.22 CHF 240'000 75'000 250'121 52'702 50'592 CHF 11'177 CHF 99.51% 99.51%
18.11.2024 4.15% 0.23 CHF 0.24 CHF 220'000 75'000 206'637 52'689 50'450 CHF 13'408 CHF 99.59% 99.59%
15.11.2024 6.82% 0.15 CHF 0.16 CHF 340'000 100'000 356'951 61'846 50'740 CHF 9'416 CHF 88.69% 88.69%
14.11.2024 5.10% 0.15 CHF 0.16 CHF 340'000 75'000 264'726 57'073 50'747 CHF 12'235 CHF 71.79% 83.90%
13.11.2024 2.78% 0.31 CHF 0.34 CHF 170'000 75'000 145'204 51'583 51'582 CHF 18'822 CHF 74.95% 95.81%
12.11.2024 2.74% 0.34 CHF 0.35 CHF 150'000 75'000 133'445 52'730 51'856 CHF 20'914 CHF 99.44% 99.45%
11.11.2024 2.03% 0.57 CHF 0.58 CHF 90'000 75'000 92'261 52'685 51'795 CHF 30'258 CHF 99.61% 99.61%
08.11.2024 1.87% 0.64 CHF 0.65 CHF 80'000 25'000 88'804 24'866 54'569 CHF 15'572 CHF 58.82% 58.82%
07.11.2024 1.68% 0.72 CHF 0.73 CHF 75'000 75'000 80'627 51'162 52'246 CHF 34'185 CHF 88.19% 88.19%

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