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 8.05% 0.12 CHF 0.13 CHF 425'000 425'000 427'719 427'719 50'971 CHF 55'249 CHF 99.39% 99.39%
19.11.2024 8.24% 0.11 CHF 0.12 CHF 475'000 475'000 443'270 443'270 51'588 CHF 56'021 CHF 98.47% 98.47%
18.11.2024 8.15% 0.12 CHF 0.13 CHF 425'000 425'000 436'419 436'419 51'353 CHF 55'717 CHF 99.28% 99.28%
15.11.2024 7.36% 0.14 CHF 0.15 CHF 375'000 375'000 397'404 397'403 52'029 CHF 56'003 CHF 99.37% 99.37%
14.11.2024 8.97% 0.11 CHF 0.12 CHF 475'000 475'000 481'373 481'373 51'300 CHF 56'113 CHF 99.38% 99.38%
13.11.2024 8.91% 0.10 CHF 0.11 CHF 500'000 500'000 476'261 476'261 51'121 CHF 55'883 CHF 99.36% 99.36%
12.11.2024 7.42% 0.13 CHF 0.14 CHF 400'000 400'000 400'268 400'268 51'940 CHF 55'942 CHF 99.08% 99.08%
11.11.2024 7.54% 0.13 CHF 0.14 CHF 400'000 400'000 405'350 405'350 51'741 CHF 55'794 CHF 99.26% 99.26%
08.11.2024 7.39% 0.13 CHF 0.14 CHF 400'000 400'000 399'065 399'065 52'019 CHF 56'009 CHF 99.39% 99.39%
07.11.2024 6.74% 0.14 CHF 0.15 CHF 375'000 375'000 365'548 365'548 52'391 CHF 56'046 CHF 99.26% 99.26%

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