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 8.46% 0.13 CHF 0.14 CHF 400'000 400'000 459'245 459'245 51'958 CHF 56'550 CHF 99.37% 99.37%
19.11.2024 8.31% 0.11 CHF 0.12 CHF 475'000 475'000 446'972 437'548 51'589 CHF 55'086 CHF 99.27% 99.27%
18.11.2024 10.20% 0.09 CHF 0.10 CHF 575'000 300'000 550'956 364'121 51'247 CHF 37'904 CHF 99.27% 99.27%
15.11.2024 9.08% 0.11 CHF 0.12 CHF 475'000 475'000 482'208 482'208 50'755 CHF 55'577 CHF 99.39% 99.39%
14.11.2024 7.21% 0.12 CHF 0.13 CHF 400'000 400'000 387'054 387'054 51'768 CHF 55'639 CHF 99.36% 99.36%
13.11.2024 6.07% 0.17 CHF 0.18 CHF 300'000 300'000 326'188 326'188 52'111 CHF 55'373 CHF 99.38% 99.38%
12.11.2024 8.30% 0.14 CHF 0.15 CHF 375'000 375'000 449'110 449'110 51'881 CHF 56'372 CHF 99.06% 99.06%
11.11.2024 7.76% 0.11 CHF 0.12 CHF 425'000 425'000 412'944 412'944 51'228 CHF 55'357 CHF 99.27% 99.27%
08.11.2024 7.38% 0.14 CHF 0.15 CHF 375'000 375'000 400'826 396'051 52'294 CHF 55'682 CHF 99.38% 99.38%
07.11.2024 9.14% 0.09 CHF 0.10 CHF 575'000 300'000 484'400 456'189 50'624 CHF 52'601 CHF 99.24% 99.24%

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