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 6.88% 0.12 CHF 0.13 CHF 510'000 510'000 248'260 248'260 34'694 CHF 37'182 CHF 99.88% 99.88%
19.11.2024 7.18% 0.13 CHF 0.14 CHF 520'000 520'000 252'321 252'321 34'357 CHF 36'884 CHF 100.00% 100.00%
18.11.2024 7.63% 0.16 CHF 0.17 CHF 520'000 520'000 253'488 253'488 34'381 CHF 36'920 CHF 99.71% 99.71%
15.11.2024 7.67% 0.11 CHF 0.12 CHF 520'000 520'000 251'374 251'374 31'363 CHF 33'880 CHF 99.99% 99.99%
14.11.2024 5.85% 0.15 CHF 0.16 CHF 500'000 500'000 239'747 239'747 40'487 CHF 42'894 CHF 99.93% 99.93%
13.11.2024 5.72% 0.19 CHF 0.20 CHF 420'000 420'000 184'376 184'376 37'748 CHF 39'969 CHF 99.81% 99.81%
12.11.2024 4.07% 0.22 CHF 0.23 CHF 370'000 370'000 174'613 174'613 42'763 CHF 44'514 CHF 99.47% 99.47%
11.11.2024 3.76% 0.27 CHF 0.28 CHF 350'000 350'000 172'070 172'070 45'794 CHF 47'520 CHF 99.43% 99.43%
08.11.2024 3.34% 0.30 CHF 0.31 CHF 330'000 330'000 158'972 158'972 48'229 CHF 49'824 CHF 99.47% 99.47%
07.11.2024 3.84% 0.28 CHF 0.30 CHF 390'000 390'000 189'548 189'548 51'559 CHF 53'467 CHF 99.81% 99.81%

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