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 6.34% 0.17 CHF 0.18 CHF 325'000 325'000 342'971 342'970 52'386 CHF 55'815 CHF 99.48% 99.48%
19.11.2024 5.91% 0.17 CHF 0.18 CHF 300'000 300'000 317'061 317'061 52'113 CHF 55'284 CHF 99.35% 99.35%
18.11.2024 6.32% 0.16 CHF 0.17 CHF 325'000 325'000 340'898 340'898 52'219 CHF 55'628 CHF 99.32% 99.32%
15.11.2024 6.51% 0.16 CHF 0.17 CHF 350'000 350'000 354'876 354'873 52'800 CHF 56'348 CHF 99.33% 99.33%
14.11.2024 9.08% 0.12 CHF 0.13 CHF 400'000 400'000 473'678 473'608 49'835 CHF 54'564 CHF 99.28% 99.28%
13.11.2024 8.84% 0.10 CHF 0.11 CHF 500'000 500'000 422'905 422'893 45'658 CHF 49'886 CHF 99.10% 99.10%
12.11.2024 8.49% 0.10 CHF 0.11 CHF 250'000 250'000 226'307 224'872 25'532 CHF 27'638 CHF 99.01% 99.01%
11.11.2024 6.76% 0.13 CHF 0.14 CHF 238'000 238'000 183'582 183'582 26'225 CHF 28'061 CHF 99.28% 99.28%
08.11.2024 4.35% 0.19 CHF 0.20 CHF 125'000 125'000 116'126 116'126 26'119 CHF 27'281 CHF 99.43% 99.43%
07.11.2024 3.93% 0.22 CHF 0.23 CHF 125'000 125'000 103'338 103'337 25'783 CHF 26'816 CHF 99.29% 99.29%

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