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 3.86% 0.93 CHF 0.95 CHF 60'000 25'000 59'665 12'932 57'947 CHF 12'968 CHF 99.67% 99.67%
19.11.2024 4.02% 0.93 CHF 0.95 CHF 60'000 25'000 60'000 12'933 56'218 CHF 12'498 CHF 99.65% 99.65%
18.11.2024 3.93% 0.97 CHF 0.99 CHF 60'000 25'000 59'999 12'931 56'767 CHF 12'632 CHF 99.68% 99.68%
15.11.2024 3.80% 0.96 CHF 0.98 CHF 60'000 20'000 58'974 11'867 57'581 CHF 11'984 CHF 99.60% 99.60%
14.11.2024 3.11% 1.17 CHF 1.18 CHF 50'000 20'000 43'697 11'865 54'341 CHF 15'112 CHF 99.68% 99.68%
13.11.2024 3.06% 1.35 CHF 1.37 CHF 40'000 20'000 47'688 12'250 58'194 CHF 15'651 CHF 91.58% 91.58%
12.11.2024 2.96% 1.17 CHF 1.18 CHF 50'000 20'000 41'398 11'865 52'229 CHF 15'307 CHF 99.69% 99.69%
11.11.2024 2.78% 1.27 CHF 1.29 CHF 40'000 20'000 40'000 11'882 53'909 CHF 16'341 CHF 98.78% 98.78%
08.11.2024 3.51% 1.25 CHF 1.27 CHF 40'000 20'000 49'645 11'881 52'308 CHF 13'211 CHF 99.69% 99.69%
07.11.2024 3.32% 1.04 CHF 1.06 CHF 50'000 20'000 50'000 11'881 56'286 CHF 13'620 CHF 99.67% 99.67%

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