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 2.28% 0.43 CHF 0.44 CHF 120'000 75'000 113'728 52'687 51'817 CHF 24'444 CHF 99.65% 99.65%
19.11.2024 2.47% 0.43 CHF 0.44 CHF 120'000 75'000 123'836 52'694 52'032 CHF 22'631 CHF 99.58% 99.58%
18.11.2024 2.19% 0.45 CHF 0.46 CHF 120'000 75'000 112'485 52'681 52'034 CHF 24'899 CHF 99.66% 99.66%
15.11.2024 2.73% 0.37 CHF 0.38 CHF 140'000 100'000 142'922 61'829 51'698 CHF 22'933 CHF 88.82% 88.82%
14.11.2024 2.50% 0.36 CHF 0.37 CHF 140'000 75'000 124'619 53'556 51'889 CHF 23'026 CHF 83.46% 83.46%
13.11.2024 1.88% 0.52 CHF 0.53 CHF 100'000 75'000 92'991 53'402 52'325 CHF 30'547 CHF 97.13% 97.13%
12.11.2024 1.79% 0.56 CHF 0.57 CHF 90'000 75'000 88'037 52'717 53'303 CHF 32'323 CHF 99.53% 99.53%
11.11.2024 1.32% 0.78 CHF 0.79 CHF 75'000 75'000 71'065 52'675 55'315 CHF 41'611 CHF 99.68% 99.68%
08.11.2024 1.32% 0.85 CHF 0.86 CHF 60'000 25'000 68'702 24'866 56'917 CHF 20'882 CHF 58.92% 58.92%
07.11.2024 1.25% 0.94 CHF 0.95 CHF 75'000 75'000 63'516 51'155 54'986 CHF 45'158 CHF 88.28% 88.28%

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