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 2.74% 0.35 CHF 0.36 CHF 150'000 75'000 138'468 52'693 51'933 CHF 20'195 CHF 99.61% 99.61%
19.11.2024 3.05% 0.35 CHF 0.36 CHF 150'000 75'000 153'148 52'699 52'052 CHF 18'403 CHF 99.53% 99.53%
18.11.2024 2.61% 0.37 CHF 0.38 CHF 140'000 75'000 135'321 52'686 51'669 CHF 20'638 CHF 99.61% 99.61%
15.11.2024 3.50% 0.29 CHF 0.30 CHF 180'000 100'000 183'421 61'836 51'446 CHF 17'926 CHF 88.76% 88.76%
14.11.2024 3.01% 0.28 CHF 0.29 CHF 180'000 75'000 154'273 55'658 51'651 CHF 19'466 CHF 78.22% 84.06%
13.11.2024 2.19% 0.44 CHF 0.45 CHF 120'000 75'000 107'357 53'290 51'737 CHF 26'192 CHF 97.50% 97.50%
12.11.2024 2.06% 0.48 CHF 0.49 CHF 110'000 75'000 100'649 52'727 52'879 CHF 28'098 CHF 99.48% 99.48%
11.11.2024 1.48% 0.70 CHF 0.71 CHF 80'000 75'000 79'726 52'682 55'652 CHF 37'396 CHF 99.64% 99.64%
08.11.2024 1.48% 0.77 CHF 0.78 CHF 70'000 25'000 69'999 24'866 52'482 CHF 18'914 CHF 58.86% 58.86%
07.11.2024 1.35% 0.86 CHF 0.87 CHF 75'000 75'000 70'819 51'159 55'599 CHF 41'082 CHF 88.23% 88.23%

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