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 10.12% 0.16 CHF 0.17 CHF 132'000 132'000 58'801 58'801 9'289 CHF 10'116 CHF 99.38% 99.38%
19.11.2024 5.03% 0.19 CHF 0.20 CHF 134'000 134'000 111'607 111'607 21'583 CHF 22'699 CHF 12.75% 12.75%
18.11.2024 7.15% 0.18 CHF 0.19 CHF 98'000 98'000 44'087 44'087 7'741 CHF 8'248 CHF 99.75% 99.75%
15.11.2024 6.05% 0.17 CHF 0.18 CHF 98'000 98'000 44'050 44'050 8'710 CHF 9'218 CHF 99.72% 99.72%
14.11.2024 7.89% 0.16 CHF 0.17 CHF 98'000 98'000 44'207 44'207 7'071 CHF 7'581 CHF 98.55% 98.55%
13.11.2024 7.70% 0.14 CHF 0.16 CHF 98'000 98'000 44'143 44'143 6'901 CHF 7'409 CHF 100.00% 100.00%
12.11.2024 9.50% 0.13 CHF 0.14 CHF 98'000 98'000 44'181 44'181 5'690 CHF 6'199 CHF 99.88% 99.88%
11.11.2024 8.97% 0.12 CHF 0.13 CHF 98'000 98'000 44'109 44'109 5'737 CHF 6'245 CHF 99.90% 99.90%
08.11.2024 6.55% 0.16 CHF 0.17 CHF 100'000 100'000 45'119 45'119 8'226 CHF 8'745 CHF 99.04% 99.04%
07.11.2024 7.87% 0.19 CHF 0.20 CHF 100'000 100'000 44'549 44'549 7'472 CHF 7'984 CHF 100.00% 100.00%

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