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
22.11.2024 11.36% 0.40 CHF 0.41 CHF 130'000 20'000 157'320 11'867 52'089 CHF 4'472 CHF 99.61% 99.61%
20.11.2024 12.55% 0.25 CHF 0.26 CHF 200'000 25'000 179'512 12'934 51'205 CHF 4'105 CHF 99.64% 99.64%
19.11.2024 13.95% 0.25 CHF 0.27 CHF 200'000 25'000 202'507 12'934 51'172 CHF 3'662 CHF 99.62% 99.62%
18.11.2024 14.03% 0.29 CHF 0.30 CHF 180'000 25'000 197'662 12'932 50'980 CHF 3'767 CHF 99.66% 99.66%
15.11.2024 12.57% 0.28 CHF 0.29 CHF 180'000 20'000 177'673 11'868 51'330 CHF 3'839 CHF 99.58% 99.58%
14.11.2024 6.54% 0.48 CHF 0.50 CHF 110'000 20'000 93'062 11'865 51'933 CHF 6'954 CHF 99.66% 99.66%
13.11.2024 7.10% 0.67 CHF 0.69 CHF 80'000 20'000 96'309 11'993 51'693 CHF 7'126 CHF 96.83% 96.83%
12.11.2024 6.20% 0.48 CHF 0.50 CHF 110'000 20'000 91'671 11'866 53'269 CHF 7'221 CHF 99.67% 99.67%
11.11.2024 5.56% 0.59 CHF 0.61 CHF 90'000 20'000 81'191 11'883 54'153 CHF 8'266 CHF 98.75% 98.75%
08.11.2024 10.33% 0.58 CHF 0.59 CHF 90'000 20'000 139'643 11'882 51'779 CHF 5'222 CHF 99.67% 99.67%

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