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 6.00% 0.16 CHF 0.17 CHF 325'000 325'000 320'437 320'438 51'836 CHF 55'040 CHF 99.38% 99.38%
19.11.2024 5.86% 0.16 CHF 0.17 CHF 300'000 300'000 309'359 309'359 51'239 CHF 54'333 CHF 99.28% 99.28%
18.11.2024 6.45% 0.15 CHF 0.16 CHF 350'000 350'000 350'000 350'000 52'500 CHF 56'000 CHF 99.29% 99.29%
15.11.2024 6.31% 0.15 CHF 0.16 CHF 350'000 350'000 341'911 341'911 52'523 CHF 55'942 CHF 99.38% 99.38%
14.11.2024 5.13% 0.19 CHF 0.20 CHF 275'000 275'000 275'532 275'532 52'293 CHF 55'048 CHF 99.35% 99.35%
13.11.2024 5.14% 0.19 CHF 0.20 CHF 275'000 275'000 276'044 276'044 52'363 CHF 55'124 CHF 99.38% 99.38%
12.11.2024 5.28% 0.19 CHF 0.20 CHF 275'000 275'000 289'257 289'257 53'280 CHF 56'173 CHF 99.09% 99.09%
11.11.2024 5.38% 0.18 CHF 0.19 CHF 300'000 300'000 290'172 290'172 52'499 CHF 55'400 CHF 91.11% 91.11%
08.11.2024 4.88% 0.20 CHF 0.21 CHF 250'000 250'000 250'000 250'000 50'013 CHF 52'513 CHF 99.39% 99.39%
07.11.2024 4.83% 0.20 CHF 0.21 CHF 250'000 250'000 250'000 250'000 50'565 CHF 53'065 CHF 99.25% 99.25%

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