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 5.51% 0.17 CHF 0.18 CHF 300'000 300'000 299'328 299'326 52'879 CHF 55'872 CHF 99.22% 99.22%
19.11.2024 5.06% 0.19 CHF 0.20 CHF 275'000 275'000 268'961 268'961 51'858 CHF 54'547 CHF 97.45% 97.45%
18.11.2024 6.09% 0.17 CHF 0.18 CHF 300'000 300'000 328'810 328'810 52'339 CHF 55'627 CHF 99.20% 99.20%
15.11.2024 5.13% 0.17 CHF 0.18 CHF 300'000 300'000 269'960 269'960 51'205 CHF 53'904 CHF 98.78% 98.78%
14.11.2024 4.92% 0.21 CHF 0.22 CHF 250'000 250'000 260'888 260'891 51'698 CHF 54'307 CHF 99.31% 99.31%
13.11.2024 4.35% 0.19 CHF 0.20 CHF 275'000 275'000 209'128 209'128 47'157 CHF 49'248 CHF 98.14% 98.14%
12.11.2024 4.51% 0.21 CHF 0.22 CHF 125'000 125'000 120'907 120'907 26'207 CHF 27'416 CHF 99.10% 99.10%
11.11.2024 3.60% 0.24 CHF 0.25 CHF 100'000 100'000 97'087 97'087 26'487 CHF 27'458 CHF 99.36% 99.36%
08.11.2024 2.78% 0.33 CHF 0.34 CHF 88'000 88'000 77'485 77'485 27'528 CHF 28'303 CHF 98.19% 98.19%
07.11.2024 3.56% 0.33 CHF 0.34 CHF 88'000 88'000 97'774 97'773 27'029 CHF 28'006 CHF 99.01% 99.01%

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