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 6.12% 0.17 CHF 0.18 CHF 300'000 300'000 327'618 327'618 51'911 CHF 55'188 CHF 99.10% 99.10%
19.11.2024 5.92% 0.17 CHF 0.18 CHF 300'000 300'000 314'847 314'847 51'605 CHF 54'754 CHF 98.70% 98.70%
18.11.2024 6.00% 0.17 CHF 0.18 CHF 300'000 300'000 319'970 319'970 51'686 CHF 54'886 CHF 99.38% 99.38%
15.11.2024 6.35% 0.16 CHF 0.17 CHF 325'000 325'000 344'228 344'227 52'516 CHF 55'958 CHF 99.39% 99.39%
14.11.2024 7.76% 0.14 CHF 0.15 CHF 375'000 375'000 410'232 410'233 50'859 CHF 54'962 CHF 99.27% 99.27%
13.11.2024 7.61% 0.12 CHF 0.13 CHF 425'000 425'000 362'795 362'795 45'751 CHF 49'379 CHF 99.39% 99.39%
12.11.2024 7.41% 0.12 CHF 0.13 CHF 213'000 213'000 199'854 199'852 25'992 CHF 27'991 CHF 98.97% 98.97%
11.11.2024 6.17% 0.14 CHF 0.15 CHF 200'000 200'000 165'928 165'928 26'025 CHF 27'684 CHF 99.32% 99.32%
08.11.2024 4.59% 0.19 CHF 0.20 CHF 138'000 138'000 126'033 126'033 26'856 CHF 28'116 CHF 99.33% 99.33%
07.11.2024 4.29% 0.21 CHF 0.22 CHF 125'000 125'000 115'384 115'384 26'291 CHF 27'445 CHF 99.32% 99.32%

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