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 7.10% 0.12 CHF 0.13 CHF 425'000 425'000 382'743 382'743 52'078 CHF 55'905 CHF 99.38% 99.38%
19.11.2024 7.19% 0.13 CHF 0.14 CHF 400'000 400'000 389'223 389'223 52'230 CHF 56'122 CHF 98.89% 98.89%
18.11.2024 5.97% 0.15 CHF 0.16 CHF 325'000 325'000 318'767 318'767 51'786 CHF 54'973 CHF 99.31% 99.31%
15.11.2024 6.07% 0.17 CHF 0.18 CHF 300'000 300'000 326'185 326'185 52'146 CHF 55'408 CHF 99.37% 99.37%
14.11.2024 6.56% 0.16 CHF 0.17 CHF 325'000 325'000 353'803 353'803 52'132 CHF 55'670 CHF 99.38% 99.38%
13.11.2024 7.43% 0.13 CHF 0.14 CHF 425'000 425'000 401'381 401'381 52'052 CHF 56'066 CHF 99.36% 99.36%
12.11.2024 7.76% 0.12 CHF 0.13 CHF 425'000 425'000 416'945 416'945 51'632 CHF 55'802 CHF 99.06% 99.06%
11.11.2024 6.49% 0.14 CHF 0.15 CHF 400'000 400'000 353'024 353'024 52'663 CHF 56'194 CHF 99.27% 99.27%
08.11.2024 7.56% 0.13 CHF 0.14 CHF 425'000 425'000 406'979 406'979 51'822 CHF 55'892 CHF 99.38% 99.38%
07.11.2024 7.28% 0.14 CHF 0.15 CHF 375'000 375'000 392'490 392'490 51'977 CHF 55'902 CHF 99.28% 99.28%

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