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 6.99% 0.13 CHF 0.14 CHF 592'300 592'300 591'108 591'108 81'735 CHF 87'646 CHF 99.45% 99.45%
19.11.2024 7.90% 0.13 CHF 0.14 CHF 529'600 529'600 525'468 525'468 64'262 CHF 69'517 CHF 99.41% 99.41%
18.11.2024 6.57% 0.15 CHF 0.16 CHF 543'300 543'300 541'057 541'057 79'725 CHF 85'135 CHF 99.88% 99.88%
15.11.2024 6.86% 0.14 CHF 0.15 CHF 578'900 578'900 576'513 576'513 81'213 CHF 86'978 CHF 100.00% 100.00%
14.11.2024 7.54% 0.14 CHF 0.14 CHF 662'000 662'000 667'350 667'350 85'249 CHF 91'923 CHF 98.50% 98.50%
13.11.2024 7.90% 0.11 CHF 0.12 CHF 606'700 606'700 602'705 602'705 73'583 CHF 79'610 CHF 100.00% 100.00%
12.11.2024 6.83% 0.13 CHF 0.14 CHF 519'200 519'200 506'024 506'024 71'685 CHF 76'745 CHF 99.88% 99.88%
11.11.2024 6.83% 0.16 CHF 0.17 CHF 640'800 640'800 639'981 639'981 90'627 CHF 97'027 CHF 100.00% 100.00%
08.11.2024 7.87% 0.12 CHF 0.13 CHF 518'900 518'900 515'173 515'173 63'169 CHF 68'321 CHF 98.51% 98.51%
07.11.2024 5.65% 0.16 CHF 0.17 CHF 466'000 466'000 454'647 454'647 78'304 CHF 82'850 CHF 100.00% 100.00%

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