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 4.92% 0.21 CHF 0.22 CHF 947'500 947'500 346'144 346'144 70'699 CHF 74'168 CHF 99.83% 99.83%
19.11.2024 4.79% 0.21 CHF 0.22 CHF 948'100 948'100 347'299 347'299 72'557 CHF 76'036 CHF 100.00% 100.00%
18.11.2024 4.65% 0.21 CHF 0.22 CHF 882'600 882'600 327'540 327'540 70'268 CHF 73'549 CHF 99.91% 99.91%
15.11.2024 4.93% 0.22 CHF 0.23 CHF 1'024'900 1'024'900 369'164 369'164 75'968 CHF 79'668 CHF 99.47% 99.47%
14.11.2024 5.52% 0.19 CHF 0.20 CHF 1'015'300 1'015'300 365'245 365'245 65'637 CHF 69'296 CHF 100.00% 100.00%
13.11.2024 5.95% 0.19 CHF 0.20 CHF 1'228'300 1'228'300 443'145 443'145 75'600 CHF 80'039 CHF 100.00% 100.00%
12.11.2024 6.60% 0.17 CHF 0.18 CHF 1'479'600 1'479'600 516'820 516'820 81'509 CHF 86'687 CHF 99.47% 99.47%
11.11.2024 7.73% 0.14 CHF 0.15 CHF 1'621'500 1'621'500 587'337 587'337 77'580 CHF 83'463 CHF 99.89% 99.89%
08.11.2024 8.25% 0.12 CHF 0.13 CHF 1'666'100 1'666'100 610'010 610'010 72'635 CHF 78'746 CHF 100.00% 100.00%
07.11.2024 8.42% 0.12 CHF 0.13 CHF 1'551'000 1'551'000 573'866 573'866 66'773 CHF 72'534 CHF 99.76% 99.76%

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