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 7.32% 0.47 CHF 0.48 CHF 110'000 25'000 100'601 12'933 51'086 CHF 6'982 CHF 99.66% 99.66%
19.11.2024 7.76% 0.47 CHF 0.49 CHF 110'000 25'000 110'648 12'933 52'515 CHF 6'529 CHF 99.65% 99.65%
18.11.2024 7.60% 0.51 CHF 0.53 CHF 100'000 25'000 108'164 12'931 52'185 CHF 6'648 CHF 99.68% 99.68%
15.11.2024 7.23% 0.50 CHF 0.52 CHF 100'000 20'000 101'102 11'867 51'842 CHF 6'485 CHF 99.61% 99.61%
14.11.2024 4.63% 0.71 CHF 0.72 CHF 80'000 20'000 70'072 11'865 54'818 CHF 9'592 CHF 99.67% 99.67%
13.11.2024 5.10% 0.89 CHF 0.91 CHF 60'000 20'000 68'274 11'960 51'789 CHF 9'748 CHF 97.55% 97.55%
12.11.2024 4.60% 0.71 CHF 0.72 CHF 80'000 20'000 70'184 11'865 56'336 CHF 9'846 CHF 99.69% 99.69%
11.11.2024 4.24% 0.81 CHF 0.83 CHF 70'000 20'000 60'605 11'882 53'784 CHF 10'885 CHF 98.78% 98.78%
08.11.2024 6.79% 0.80 CHF 0.81 CHF 70'000 20'000 89'468 11'881 52'908 CHF 7'820 CHF 99.68% 99.68%
07.11.2024 5.50% 0.59 CHF 0.60 CHF 90'000 20'000 82'074 11'881 54'819 CHF 8'207 CHF 99.66% 99.66%

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