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 5.85% 0.16 CHF 0.17 CHF 325'000 325'000 309'712 309'712 51'410 CHF 54'507 CHF 99.38% 99.38%
19.11.2024 5.38% 0.17 CHF 0.18 CHF 300'000 300'000 292'885 292'885 52'951 CHF 55'880 CHF 99.08% 99.08%
18.11.2024 4.65% 0.21 CHF 0.22 CHF 250'000 250'000 250'000 250'000 52'527 CHF 55'027 CHF 99.28% 99.28%
15.11.2024 4.44% 0.22 CHF 0.23 CHF 250'000 250'000 250'000 250'000 55'000 CHF 57'500 CHF 99.39% 99.39%
14.11.2024 4.41% 0.22 CHF 0.23 CHF 250'000 250'000 245'792 245'793 54'481 CHF 56'939 CHF 99.35% 99.35%
13.11.2024 4.44% 0.22 CHF 0.23 CHF 250'000 250'000 250'000 250'000 55'000 CHF 57'500 CHF 99.36% 99.36%
12.11.2024 4.44% 0.22 CHF 0.23 CHF 250'000 250'000 250'000 250'000 55'000 CHF 57'500 CHF 99.06% 99.06%
11.11.2024 4.60% 0.22 CHF 0.23 CHF 250'000 250'000 250'000 250'000 53'061 CHF 55'561 CHF 99.29% 99.29%
08.11.2024 4.65% 0.21 CHF 0.22 CHF 250'000 250'000 250'000 250'000 52'500 CHF 55'000 CHF 99.38% 99.38%
07.11.2024 4.87% 0.20 CHF 0.21 CHF 250'000 250'000 251'054 251'054 50'332 CHF 52'842 CHF 99.25% 99.25%

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