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
22.11.2024 5.79% 0.16 CHF 0.17 CHF 325'000 325'000 309'187 309'187 51'893 CHF 54'984 CHF 99.39% 99.39%
20.11.2024 7.97% 0.13 CHF 0.14 CHF 400'000 400'000 426'394 426'395 51'345 CHF 55'609 CHF 99.37% 99.37%
19.11.2024 7.99% 0.13 CHF 0.14 CHF 400'000 400'000 429'745 429'746 51'633 CHF 55'930 CHF 99.27% 99.27%
18.11.2024 9.04% 0.11 CHF 0.12 CHF 500'000 500'000 484'690 484'690 51'235 CHF 56'082 CHF 99.26% 99.26%
15.11.2024 8.59% 0.12 CHF 0.13 CHF 425'000 425'000 467'589 467'589 52'099 CHF 56'775 CHF 99.37% 99.37%
14.11.2024 8.56% 0.11 CHF 0.12 CHF 475'000 475'000 465'415 465'415 52'064 CHF 56'718 CHF 99.35% 99.35%
13.11.2024 8.11% 0.12 CHF 0.13 CHF 425'000 425'000 433'972 433'972 51'337 CHF 55'677 CHF 99.35% 99.35%
12.11.2024 8.30% 0.12 CHF 0.13 CHF 425'000 425'000 447'258 447'258 51'626 CHF 56'099 CHF 99.08% 99.08%
11.11.2024 9.38% 0.10 CHF 0.11 CHF 500'000 500'000 494'920 483'409 50'350 CHF 54'123 CHF 99.22% 99.22%
08.11.2024 7.51% 0.13 CHF 0.14 CHF 425'000 425'000 404'811 404'811 51'935 CHF 55'983 CHF 99.39% 99.39%

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