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 4.87% 0.72 CHF 0.74 CHF 70'000 25'000 70'027 12'934 53'400 CHF 10'268 CHF 99.64% 99.64%
19.11.2024 5.15% 0.73 CHF 0.74 CHF 70'000 25'000 71'771 12'934 52'276 CHF 9'813 CHF 99.61% 99.61%
18.11.2024 5.03% 0.77 CHF 0.78 CHF 70'000 25'000 70'625 12'933 52'020 CHF 9'931 CHF 99.65% 99.65%
15.11.2024 4.75% 0.76 CHF 0.77 CHF 70'000 20'000 70'000 11'869 53'755 CHF 9'500 CHF 99.55% 99.55%
14.11.2024 3.73% 0.96 CHF 0.97 CHF 60'000 20'000 50'775 11'866 52'575 CHF 12'632 CHF 99.64% 99.64%
13.11.2024 3.68% 1.15 CHF 1.16 CHF 50'000 20'000 56'693 12'052 57'414 CHF 12'881 CHF 95.56% 95.56%
12.11.2024 3.56% 0.96 CHF 0.97 CHF 60'000 20'000 50'879 11'867 53'655 CHF 12'849 CHF 99.64% 99.64%
11.11.2024 3.23% 1.07 CHF 1.08 CHF 50'000 20'000 50'000 11'883 57'027 CHF 13'876 CHF 98.74% 98.74%
08.11.2024 4.73% 1.05 CHF 1.06 CHF 50'000 20'000 66'671 11'882 56'132 CHF 10'791 CHF 99.66% 99.66%
07.11.2024 4.06% 0.84 CHF 0.85 CHF 60'000 20'000 60'340 11'882 55'507 CHF 11'186 CHF 99.63% 99.63%

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