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 4.83% 0.41 CHF 0.42 CHF 130'000 50'000 137'829 25'336 52'163 CHF 10'145 CHF 99.66% 99.66%
19.11.2024 4.59% 0.39 CHF 0.40 CHF 130'000 50'000 129'952 25'336 52'027 CHF 10'584 CHF 99.64% 99.64%
18.11.2024 4.59% 0.40 CHF 0.41 CHF 130'000 50'000 130'277 25'334 51'753 CHF 10'458 CHF 99.65% 99.65%
15.11.2024 5.27% 0.39 CHF 0.40 CHF 130'000 50'000 151'061 29'347 51'805 CHF 11'294 CHF 56.32% 56.32%
14.11.2024 7.54% 0.26 CHF 0.27 CHF 200'000 25'000 213'015 20'006 51'208 CHF 5'197 CHF 99.64% 99.64%
13.11.2024 6.40% 0.28 CHF 0.29 CHF 180'000 50'000 185'871 25'791 51'712 CHF 7'659 CHF 96.77% 96.77%
12.11.2024 6.58% 0.29 CHF 0.30 CHF 180'000 50'000 186'789 25'334 51'627 CHF 7'433 CHF 99.64% 99.64%
11.11.2024 7.51% 0.27 CHF 0.28 CHF 190'000 25'000 216'399 20'291 51'104 CHF 5'173 CHF 96.91% 96.91%
08.11.2024 8.91% 0.23 CHF 0.24 CHF 220'000 25'000 251'981 20'026 50'939 CHF 4'443 CHF 99.64% 99.64%
07.11.2024 8.68% 0.21 CHF 0.22 CHF 250'000 25'000 247'952 20'022 51'062 CHF 4'488 CHF 99.66% 99.66%

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