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 6.31% 0.16 CHF 0.17 CHF 300'000 50'000 295'735 50'000 45'417 CHF 8'183 CHF 99.16% 99.16%
20.11.2024 5.92% 0.16 CHF 0.17 CHF 300'000 50'000 320'757 49'947 52'457 CHF 8'716 CHF 99.05% 99.17%
19.11.2024 7.17% 0.14 CHF 0.15 CHF 450'000 50'000 429'566 50'000 57'814 CHF 7'316 CHF 99.01% 99.07%
18.11.2024 4.85% 0.18 CHF 0.19 CHF 300'000 50'000 291'075 50'000 58'874 CHF 10'686 CHF 99.23% 99.23%
15.11.2024 3.06% 0.28 CHF 0.29 CHF 225'000 50'000 225'000 50'000 72'762 CHF 16'669 CHF 99.17% 99.17%
14.11.2024 2.46% 0.40 CHF 0.41 CHF 225'000 50'000 225'000 50'000 90'202 CHF 20'545 CHF 99.15% 99.15%
13.11.2024 2.35% 0.42 CHF 0.43 CHF 225'000 50'000 225'000 50'000 94'738 CHF 21'553 CHF 99.16% 99.16%
12.11.2024 2.26% 0.43 CHF 0.44 CHF 225'000 50'000 225'000 50'000 98'462 CHF 22'380 CHF 99.16% 99.16%
11.11.2024 2.21% 0.45 CHF 0.46 CHF 225'000 50'000 225'000 50'000 100'597 CHF 22'855 CHF 99.17% 99.17%
08.11.2024 2.02% 0.45 CHF 0.46 CHF 225'000 50'000 225'000 50'000 110'578 CHF 25'073 CHF 99.16% 99.16%

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