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 4.95% 0.20 CHF 0.21 CHF 250'000 75'000 251'047 75'000 50'218 CHF 15'776 CHF 100.00% 100.00%
19.11.2024 5.49% 0.19 CHF 0.20 CHF 270'000 75'000 282'713 75'000 50'678 CHF 14'222 CHF 97.59% 97.59%
18.11.2024 6.57% 0.18 CHF 0.19 CHF 280'000 75'000 282'569 63'966 50'754 CHF 12'097 CHF 99.94% 99.94%
15.11.2024 3.91% 0.21 CHF 0.22 CHF 240'000 50'000 186'127 50'000 51'503 CHF 14'599 CHF 78.43% 78.43%
14.11.2024 2.89% 0.39 CHF 0.40 CHF 130'000 50'000 136'314 50'000 51'937 CHF 19'626 CHF 99.44% 99.44%
13.11.2024 3.07% 0.38 CHF 0.39 CHF 140'000 50'000 143'380 49'818 51'786 CHF 18'570 CHF 98.88% 98.88%
12.11.2024 2.70% 0.40 CHF 0.41 CHF 130'000 50'000 132'806 50'000 51'928 CHF 20'120 CHF 87.66% 87.66%
11.11.2024 2.91% 0.37 CHF 0.39 CHF 140'000 50'000 138'192 50'000 52'271 CHF 19'481 CHF 98.45% 98.45%
08.11.2024 3.11% 0.36 CHF 0.37 CHF 140'000 50'000 148'036 50'000 51'433 CHF 17'945 CHF 100.00% 100.00%
07.11.2024 3.33% 0.35 CHF 0.36 CHF 150'000 75'000 152'680 72'384 51'645 CHF 25'486 CHF 98.36% 98.36%

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