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 8.49% 0.13 CHF 0.14 CHF 400'000 400'000 434'475 434'474 49'022 CHF 53'367 CHF 99.97% 99.97%
19.11.2024 8.00% 0.12 CHF 0.13 CHF 400'000 400'000 398'586 398'587 47'822 CHF 51'808 CHF 99.80% 99.80%
18.11.2024 8.10% 0.12 CHF 0.13 CHF 425'000 425'000 409'979 409'976 48'572 CHF 52'671 CHF 99.91% 99.91%
15.11.2024 8.71% 0.11 CHF 0.12 CHF 450'000 450'000 464'925 464'924 51'033 CHF 55'682 CHF 100.00% 100.00%
14.11.2024 8.83% 0.10 CHF 0.11 CHF 500'000 500'000 466'612 466'605 50'546 CHF 55'211 CHF 99.64% 99.64%
13.11.2024 8.04% 0.11 CHF 0.12 CHF 425'000 425'000 414'667 414'670 49'544 CHF 53'691 CHF 99.95% 99.95%
12.11.2024 9.71% 0.11 CHF 0.12 CHF 425'000 425'000 504'226 427'359 49'451 CHF 46'732 CHF 99.79% 99.79%
11.11.2024 10.55% 0.09 CHF 0.10 CHF 550'000 300'000 560'575 303'705 50'309 CHF 30'296 CHF 99.77% 99.77%
08.11.2024 9.39% 0.10 CHF 0.11 CHF 500'000 500'000 493'549 493'546 50'117 CHF 55'052 CHF 99.89% 99.89%
07.11.2024 8.94% 0.10 CHF 0.11 CHF 500'000 500'000 470'874 470'873 50'313 CHF 55'021 CHF 99.89% 99.89%

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