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 5.50% 0.18 CHF 0.19 CHF 300'000 300'000 300'000 300'000 53'091 CHF 56'091 CHF 99.39% 99.39%
19.11.2024 5.19% 0.18 CHF 0.19 CHF 300'000 300'000 280'760 280'760 52'655 CHF 55'463 CHF 99.27% 99.27%
18.11.2024 5.73% 0.17 CHF 0.18 CHF 300'000 300'000 301'272 301'272 51'065 CHF 54'078 CHF 99.28% 99.28%
15.11.2024 5.87% 0.16 CHF 0.17 CHF 325'000 325'000 312'486 312'486 51'633 CHF 54'757 CHF 99.38% 99.38%
14.11.2024 5.31% 0.18 CHF 0.19 CHF 300'000 300'000 292'591 292'591 53'577 CHF 56'503 CHF 99.39% 99.39%
13.11.2024 5.36% 0.19 CHF 0.20 CHF 275'000 275'000 294'556 294'556 53'523 CHF 56'468 CHF 99.39% 99.39%
12.11.2024 5.69% 0.18 CHF 0.19 CHF 300'000 300'000 300'000 300'000 51'276 CHF 54'276 CHF 99.07% 99.07%
11.11.2024 5.71% 0.17 CHF 0.18 CHF 300'000 300'000 300'000 300'000 51'000 CHF 54'000 CHF 99.29% 99.29%
08.11.2024 5.70% 0.17 CHF 0.18 CHF 300'000 300'000 300'000 300'000 51'170 CHF 54'170 CHF 99.39% 99.39%
07.11.2024 5.42% 0.18 CHF 0.19 CHF 300'000 300'000 300'000 300'000 53'873 CHF 56'873 CHF 99.26% 99.26%

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