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 7.64% 0.12 CHF 0.13 CHF 425'000 425'000 409'559 409'559 51'576 CHF 55'672 CHF 99.38% 99.38%
19.11.2024 7.41% 0.13 CHF 0.14 CHF 400'000 400'000 400'192 400'192 51'987 CHF 55'989 CHF 99.24% 99.24%
18.11.2024 7.50% 0.13 CHF 0.14 CHF 425'000 425'000 406'123 406'123 52'124 CHF 56'185 CHF 99.27% 99.27%
15.11.2024 8.34% 0.11 CHF 0.12 CHF 475'000 475'000 448'660 448'660 51'548 CHF 56'034 CHF 99.38% 99.38%
14.11.2024 6.66% 0.14 CHF 0.15 CHF 375'000 375'000 361'559 361'559 52'500 CHF 56'116 CHF 99.39% 99.39%
13.11.2024 6.71% 0.15 CHF 0.16 CHF 350'000 350'000 364'274 364'274 52'463 CHF 56'105 CHF 99.36% 99.36%
12.11.2024 8.00% 0.12 CHF 0.13 CHF 425'000 425'000 422'623 422'623 50'686 CHF 54'913 CHF 99.08% 99.08%
11.11.2024 7.95% 0.12 CHF 0.13 CHF 425'000 425'000 426'461 426'461 51'532 CHF 55'796 CHF 99.24% 99.24%
08.11.2024 7.96% 0.12 CHF 0.13 CHF 425'000 425'000 422'603 422'604 50'977 CHF 55'203 CHF 99.38% 99.38%
07.11.2024 8.75% 0.11 CHF 0.12 CHF 475'000 475'000 475'090 475'090 51'949 CHF 56'700 CHF 99.22% 99.22%

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