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 8.37% 0.40 CHF 0.41 CHF 130'000 25'000 119'667 12'934 52'514 CHF 6'089 CHF 99.63% 99.63%
19.11.2024 8.96% 0.40 CHF 0.42 CHF 130'000 25'000 128'991 12'934 52'362 CHF 5'639 CHF 99.61% 99.61%
18.11.2024 8.68% 0.44 CHF 0.46 CHF 120'000 25'000 124'512 12'933 51'482 CHF 5'754 CHF 99.65% 99.65%
15.11.2024 8.27% 0.43 CHF 0.45 CHF 120'000 20'000 118'332 11'869 52'488 CHF 5'664 CHF 99.54% 99.54%
14.11.2024 5.11% 0.64 CHF 0.65 CHF 80'000 20'000 74'581 11'866 53'080 CHF 8'773 CHF 99.63% 99.63%
13.11.2024 5.25% 0.82 CHF 0.84 CHF 70'000 20'000 77'459 12'251 53'678 CHF 9'160 CHF 91.56% 91.56%
12.11.2024 5.08% 0.64 CHF 0.65 CHF 80'000 20'000 71'387 11'867 52'345 CHF 9'033 CHF 99.65% 99.65%
11.11.2024 4.47% 0.74 CHF 0.76 CHF 70'000 20'000 65'408 11'884 53'519 CHF 10'066 CHF 98.72% 98.72%
08.11.2024 7.32% 0.73 CHF 0.74 CHF 70'000 20'000 98'851 11'883 51'842 CHF 7'012 CHF 99.65% 99.65%
07.11.2024 6.08% 0.52 CHF 0.54 CHF 100'000 20'000 89'253 11'882 53'477 CHF 7'399 CHF 99.62% 99.62%

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