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 5.70% 0.16 CHF 0.17 CHF 320'000 75'000 298'609 75'000 50'829 CHF 13'573 CHF 100.00% 100.00%
19.11.2024 5.78% 0.16 CHF 0.17 CHF 320'000 75'000 303'912 75'000 51'029 CHF 13'388 CHF 99.92% 99.92%
18.11.2024 5.89% 0.18 CHF 0.19 CHF 280'000 75'000 281'893 71'308 50'626 CHF 13'566 CHF 91.45% 91.45%
15.11.2024 4.78% 0.19 CHF 0.20 CHF 270'000 75'000 246'619 75'000 50'326 CHF 16'072 CHF 100.00% 100.00%
14.11.2024 5.03% 0.21 CHF 0.22 CHF 240'000 75'000 260'625 75'000 50'508 CHF 15'345 CHF 96.08% 96.08%
13.11.2024 5.68% 0.17 CHF 0.18 CHF 300'000 75'000 296'666 74'351 50'848 CHF 13'503 CHF 84.33% 84.33%
12.11.2024 4.81% 0.18 CHF 0.19 CHF 280'000 75'000 248'064 75'000 50'362 CHF 16'012 CHF 88.09% 88.09%
11.11.2024 5.22% 0.19 CHF 0.20 CHF 270'000 75'000 243'402 72'496 47'643 CHF 14'950 CHF 74.49% 74.49%
08.11.2024 5.70% 0.17 CHF 0.18 CHF 300'000 75'000 298'537 75'000 50'899 CHF 13'555 CHF 99.37% 99.37%
07.11.2024 5.40% 0.18 CHF 0.19 CHF 280'000 75'000 274'466 73'698 50'916 CHF 14'468 CHF 98.73% 98.73%

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