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 1.70% 0.98 CHF 0.99 CHF 60'000 50'000 51'702 30'091 54'269 CHF 31'731 CHF 93.95% 93.95%
19.11.2024 1.48% 1.19 CHF 1.20 CHF 50'000 50'000 49'912 29'798 58'853 CHF 35'729 CHF 99.67% 99.67%
18.11.2024 1.63% 1.21 CHF 1.22 CHF 50'000 50'000 51'736 32'118 55'342 CHF 36'058 CHF 67.17% 67.17%
15.11.2024 2.62% 0.92 CHF 0.93 CHF 60'000 50'000 75'928 29'796 53'452 CHF 22'529 CHF 99.68% 99.68%
14.11.2024 4.60% 0.50 CHF 0.51 CHF 100'000 50'000 131'161 27'875 52'054 CHF 12'222 CHF 91.58% 91.58%
13.11.2024 5.32% 0.32 CHF 0.33 CHF 160'000 50'000 156'027 29'229 51'876 CHF 10'095 CHF 97.12% 97.12%
12.11.2024 6.27% 0.37 CHF 0.38 CHF 140'000 50'000 183'018 29'253 51'291 CHF 9'251 CHF 87.57% 87.57%
11.11.2024 7.39% 0.17 CHF 0.18 CHF 300'000 50'000 225'790 28'844 50'797 CHF 6'946 CHF 97.50% 97.50%
08.11.2024 3.89% 0.28 CHF 0.29 CHF 180'000 50'000 116'950 29'886 52'143 CHF 13'536 CHF 98.64% 98.64%
07.11.2024 2.68% 0.59 CHF 0.60 CHF 90'000 50'000 79'801 29'934 54'228 CHF 20'577 CHF 97.63% 97.63%

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