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 6.14% 0.17 CHF 0.18 CHF 200'000 200'000 89'108 89'108 14'746 CHF 15'639 CHF 99.42% 99.42%
19.11.2024 6.55% 0.14 CHF 0.15 CHF 190'000 190'000 86'540 86'540 12'803 CHF 13'674 CHF 100.00% 100.00%
18.11.2024 4.59% 0.20 CHF 0.21 CHF 170'000 170'000 80'094 80'094 17'190 CHF 17'992 CHF 99.86% 99.86%
15.11.2024 5.20% 0.19 CHF 0.20 CHF 170'000 170'000 80'043 80'043 15'480 CHF 16'282 CHF 99.72% 99.72%
14.11.2024 3.94% 0.23 CHF 0.24 CHF 150'000 150'000 67'538 67'538 16'951 CHF 17'629 CHF 98.52% 98.52%
13.11.2024 4.37% 0.26 CHF 0.27 CHF 160'000 160'000 71'939 71'939 17'051 CHF 17'774 CHF 100.00% 100.00%
12.11.2024 4.22% 0.23 CHF 0.24 CHF 160'000 160'000 72'048 72'048 17'436 CHF 18'161 CHF 99.19% 99.19%
11.11.2024 5.99% 0.24 CHF 0.25 CHF 220'000 220'000 99'525 99'525 18'847 CHF 19'850 CHF 99.90% 99.90%
08.11.2024 8.97% 0.13 CHF 0.14 CHF 220'000 220'000 103'768 103'768 11'929 CHF 12'972 CHF 99.06% 99.06%
07.11.2024 8.12% 0.12 CHF 0.13 CHF 230'000 230'000 102'238 102'238 12'663 CHF 13'690 CHF 99.68% 99.68%

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