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 1.16% 0.90 CHF 0.91 CHF 75'000 75'000 63'197 52'687 55'434 CHF 46'821 CHF 99.65% 99.65%
19.11.2024 1.15% 0.90 CHF 0.91 CHF 75'000 75'000 63'200 52'694 57'443 CHF 48'516 CHF 99.58% 99.58%
18.11.2024 1.17% 0.88 CHF 0.89 CHF 75'000 75'000 63'196 52'681 55'268 CHF 46'588 CHF 99.66% 99.66%
15.11.2024 1.03% 0.96 CHF 0.97 CHF 100'000 100'000 67'181 58'113 65'799 CHF 57'465 CHF 98.78% 98.78%
14.11.2024 1.14% 0.97 CHF 0.98 CHF 75'000 75'000 64'837 53'521 59'542 CHF 49'937 CHF 84.27% 84.27%
13.11.2024 1.35% 0.81 CHF 0.82 CHF 75'000 75'000 71'093 53'402 54'864 CHF 41'832 CHF 97.13% 97.13%
12.11.2024 1.48% 0.78 CHF 0.79 CHF 75'000 75'000 73'389 52'717 53'639 CHF 39'284 CHF 99.53% 99.53%
11.11.2024 2.00% 0.55 CHF 0.56 CHF 100'000 75'000 93'940 52'675 52'140 CHF 29'752 CHF 99.68% 99.68%
08.11.2024 2.21% 0.48 CHF 0.50 CHF 110'000 25'000 100'577 25'000 50'618 CHF 12'865 CHF 51.89% 58.92%
07.11.2024 2.17% 0.39 CHF 0.55 CHF 130'000 25'000 100'000 25'000 53'000 CHF 13'541 CHF 1.49% 87.62%

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