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 5.62% 0.26 CHF 0.27 CHF 160'000 160'000 72'687 72'687 16'914 CHF 17'756 CHF 99.89% 99.89%
19.11.2024 5.62% 0.25 CHF 0.26 CHF 160'000 160'000 71'418 71'418 16'419 CHF 17'272 CHF 99.43% 99.43%
18.11.2024 5.28% 0.26 CHF 0.27 CHF 160'000 160'000 72'130 72'130 17'381 CHF 18'209 CHF 99.19% 99.19%
15.11.2024 4.45% 0.31 CHF 0.32 CHF 140'000 140'000 65'281 65'281 22'711 CHF 23'651 CHF 96.99% 96.99%
14.11.2024 3.92% 0.40 CHF 0.41 CHF 130'000 130'000 63'500 63'500 25'949 CHF 26'870 CHF 99.66% 99.66%
13.11.2024 3.47% 0.44 CHF 0.45 CHF 130'000 130'000 63'161 63'161 29'579 CHF 30'496 CHF 99.98% 99.98%
12.11.2024 2.91% 0.58 CHF 0.59 CHF 130'000 130'000 57'245 57'245 34'293 CHF 35'161 CHF 98.75% 98.75%
11.11.2024 3.05% 0.66 CHF 0.67 CHF 120'000 120'000 58'647 58'647 35'873 CHF 36'793 CHF 99.85% 99.85%
08.11.2024 2.92% 0.55 CHF 0.56 CHF 130'000 130'000 61'016 61'016 36'469 CHF 37'414 CHF 97.72% 97.72%
07.11.2024 5.87% 0.59 CHF 0.60 CHF 140'000 140'000 41'918 41'918 22'342 CHF 23'122 CHF 95.35% 95.35%

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