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 1.10% 1.56 CHF 1.57 CHF 50'000 50'000 40'035 30'091 64'988 CHF 49'106 CHF 93.95% 93.95%
19.11.2024 1.05% 1.76 CHF 1.77 CHF 50'000 50'000 34'262 29'798 60'210 CHF 52'915 CHF 99.67% 99.67%
18.11.2024 1.08% 1.78 CHF 1.79 CHF 50'000 50'000 43'103 32'119 71'573 CHF 54'632 CHF 67.17% 67.17%
15.11.2024 1.42% 1.50 CHF 1.51 CHF 50'000 50'000 46'132 29'796 59'674 CHF 39'801 CHF 99.67% 99.67%
14.11.2024 1.90% 1.08 CHF 1.09 CHF 50'000 50'000 58'111 27'875 56'921 CHF 28'399 CHF 91.57% 91.57%
13.11.2024 1.91% 0.89 CHF 0.90 CHF 60'000 50'000 60'117 29'229 54'691 CHF 26'924 CHF 97.11% 97.11%
12.11.2024 2.13% 0.95 CHF 0.96 CHF 60'000 50'000 64'687 29'254 55'572 CHF 26'074 CHF 87.57% 87.57%
11.11.2024 2.25% 0.74 CHF 0.75 CHF 70'000 50'000 66'993 28'845 53'804 CHF 23'493 CHF 97.49% 97.49%
08.11.2024 1.76% 0.85 CHF 0.86 CHF 60'000 50'000 52'028 29'886 53'156 CHF 30'552 CHF 98.64% 98.64%
07.11.2024 1.47% 1.16 CHF 1.17 CHF 50'000 50'000 42'219 29'934 52'688 CHF 37'633 CHF 97.63% 97.63%

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