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 8.57% 0.12 CHF 0.13 CHF 425'000 425'000 466'281 466'281 52'035 CHF 56'698 CHF 99.80% 99.80%
19.11.2024 8.70% 0.11 CHF 0.12 CHF 475'000 475'000 471'815 471'814 51'891 CHF 56'609 CHF 99.70% 99.70%
18.11.2024 9.46% 0.10 CHF 0.11 CHF 500'000 500'000 498'057 498'057 50'201 CHF 55'181 CHF 99.70% 99.70%
15.11.2024 9.51% 0.10 CHF 0.11 CHF 500'000 500'000 500'000 500'000 50'065 CHF 55'065 CHF 99.79% 99.79%
14.11.2024 9.18% 0.10 CHF 0.11 CHF 500'000 500'000 489'713 489'712 50'921 CHF 55'818 CHF 99.81% 99.81%
13.11.2024 9.19% 0.11 CHF 0.12 CHF 475'000 475'000 490'608 490'607 50'985 CHF 55'891 CHF 99.79% 99.79%
12.11.2024 8.72% 0.11 CHF 0.12 CHF 475'000 475'000 471'149 471'149 51'710 CHF 56'421 CHF 99.49% 99.49%
11.11.2024 9.19% 0.11 CHF 0.12 CHF 475'000 475'000 490'358 490'357 50'961 CHF 55'864 CHF 99.72% 99.72%
08.11.2024 9.52% 0.10 CHF 0.11 CHF 500'000 500'000 500'000 500'000 50'010 CHF 55'010 CHF 99.80% 99.80%
07.11.2024 9.55% 0.10 CHF 0.11 CHF 500'000 500'000 501'228 492'250 49'990 CHF 54'043 CHF 95.66% 95.66%

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