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 6.62% 0.14 CHF 0.15 CHF 375'000 375'000 360'954 360'955 52'735 CHF 56'344 CHF 99.39% 99.39%
19.11.2024 7.31% 0.14 CHF 0.15 CHF 375'000 375'000 394'547 394'547 52'044 CHF 55'989 CHF 99.30% 99.30%
18.11.2024 6.74% 0.15 CHF 0.16 CHF 350'000 350'000 366'355 366'355 52'515 CHF 56'178 CHF 99.26% 99.26%
15.11.2024 6.47% 0.15 CHF 0.16 CHF 350'000 350'000 351'479 351'479 52'554 CHF 56'069 CHF 99.39% 99.39%
14.11.2024 7.25% 0.14 CHF 0.15 CHF 375'000 375'000 391'693 391'693 52'100 CHF 56'017 CHF 99.35% 99.35%
13.11.2024 6.36% 0.15 CHF 0.16 CHF 350'000 350'000 343'916 343'916 52'345 CHF 55'784 CHF 99.38% 99.38%
12.11.2024 6.51% 0.15 CHF 0.16 CHF 350'000 350'000 351'004 351'004 52'214 CHF 55'724 CHF 99.03% 99.03%
11.11.2024 6.28% 0.16 CHF 0.17 CHF 325'000 325'000 339'254 339'254 52'292 CHF 55'684 CHF 99.22% 99.22%
08.11.2024 7.36% 0.14 CHF 0.15 CHF 375'000 375'000 397'872 397'872 52'112 CHF 56'091 CHF 99.39% 99.39%
07.11.2024 8.00% 0.12 CHF 0.13 CHF 425'000 425'000 427'894 427'894 51'347 CHF 55'626 CHF 99.27% 99.27%

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