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 4.76% 0.19 CHF 0.20 CHF 270'000 75'000 245'361 75'000 50'362 CHF 16'161 CHF 98.82% 98.82%
19.11.2024 4.98% 0.19 CHF 0.20 CHF 270'000 75'000 258'166 75'000 50'543 CHF 15'462 CHF 99.94% 99.94%
18.11.2024 6.25% 0.20 CHF 0.21 CHF 250'000 75'000 270'971 69'764 50'835 CHF 13'931 CHF 98.08% 98.08%
15.11.2024 5.40% 0.18 CHF 0.19 CHF 280'000 75'000 280'987 75'000 50'630 CHF 14'276 CHF 100.00% 100.00%
14.11.2024 6.00% 0.17 CHF 0.18 CHF 300'000 75'000 315'995 75'000 51'099 CHF 12'900 CHF 99.57% 99.57%
13.11.2024 6.62% 0.15 CHF 0.16 CHF 340'000 75'000 343'992 74'442 50'858 CHF 11'770 CHF 99.32% 99.32%
12.11.2024 6.59% 0.13 CHF 0.14 CHF 390'000 75'000 346'232 75'000 50'841 CHF 11'784 CHF 99.36% 99.36%
11.11.2024 5.84% 0.17 CHF 0.18 CHF 300'000 75'000 307'445 75'000 51'074 CHF 13'221 CHF 95.09% 95.09%
08.11.2024 6.65% 0.14 CHF 0.15 CHF 360'000 75'000 349'027 75'000 50'711 CHF 11'662 CHF 99.79% 99.79%
07.11.2024 6.07% 0.16 CHF 0.17 CHF 320'000 75'000 303'863 73'692 50'986 CHF 13'146 CHF 96.70% 96.70%

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