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 5.42% 0.17 CHF 0.18 CHF 300'000 300'000 294'078 294'078 52'784 CHF 55'725 CHF 99.80% 99.80%
19.11.2024 5.63% 0.18 CHF 0.19 CHF 300'000 300'000 301'051 301'051 52'046 CHF 55'056 CHF 99.71% 99.71%
18.11.2024 5.12% 0.19 CHF 0.20 CHF 275'000 275'000 273'692 273'692 52'107 CHF 54'844 CHF 99.71% 99.71%
15.11.2024 4.78% 0.19 CHF 0.20 CHF 275'000 275'000 254'121 254'121 51'890 CHF 54'431 CHF 99.81% 99.81%
14.11.2024 4.95% 0.21 CHF 0.22 CHF 250'000 250'000 260'288 260'288 51'240 CHF 53'843 CHF 99.80% 99.80%
13.11.2024 4.87% 0.18 CHF 0.19 CHF 275'000 275'000 255'348 255'348 51'185 CHF 53'739 CHF 99.79% 99.79%
12.11.2024 4.97% 0.19 CHF 0.20 CHF 275'000 275'000 260'135 260'135 50'994 CHF 53'596 CHF 99.49% 99.49%
11.11.2024 4.80% 0.20 CHF 0.21 CHF 250'000 250'000 250'000 250'000 50'832 CHF 53'332 CHF 99.71% 99.71%
08.11.2024 4.55% 0.21 CHF 0.22 CHF 250'000 250'000 249'569 249'569 53'591 CHF 56'087 CHF 99.80% 99.80%
07.11.2024 4.02% 0.23 CHF 0.24 CHF 225'000 225'000 215'292 215'292 52'500 CHF 54'653 CHF 95.67% 95.67%

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