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 9.97% 0.14 CHF 0.15 CHF 520'000 520'000 181'938 181'938 20'956 CHF 22'777 CHF 99.69% 99.69%
19.11.2024 10.15% 0.09 CHF 0.10 CHF 510'000 510'000 179'747 179'747 16'642 CHF 18'441 CHF 100.00% 100.00%
18.11.2024 8.79% 0.11 CHF 0.12 CHF 500'000 500'000 174'357 174'357 19'042 CHF 20'788 CHF 99.88% 99.88%
15.11.2024 7.79% 0.12 CHF 0.13 CHF 450'000 450'000 155'102 155'102 19'216 CHF 20'769 CHF 100.00% 100.00%
14.11.2024 7.58% 0.16 CHF 0.17 CHF 480'000 480'000 163'098 163'098 22'837 CHF 24'473 CHF 99.52% 99.52%
13.11.2024 7.73% 0.13 CHF 0.14 CHF 470'000 470'000 166'272 166'272 21'730 CHF 23'400 CHF 99.95% 99.95%
12.11.2024 6.68% 0.14 CHF 0.15 CHF 410'000 410'000 145'200 145'200 20'826 CHF 22'285 CHF 99.98% 99.98%
11.11.2024 6.40% 0.18 CHF 0.19 CHF 430'000 430'000 149'908 149'908 25'012 CHF 26'517 CHF 99.72% 99.72%
08.11.2024 4.56% 0.17 CHF 0.18 CHF 380'000 380'000 102'454 102'454 17'041 CHF 18'066 CHF 94.02% 97.32%
07.11.2024 3.48% 0.32 CHF 0.33 CHF 390'000 390'000 133'799 133'799 41'066 CHF 42'410 CHF 99.85% 99.85%

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