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 11.78% 0.18 CHF 0.19 CHF 280'000 50'000 254'960 25'333 51'061 CHF 5'561 CHF 99.68% 99.68%
19.11.2024 13.39% 0.20 CHF 0.21 CHF 260'000 50'000 287'229 25'335 50'802 CHF 5'079 CHF 99.65% 99.65%
18.11.2024 13.05% 0.19 CHF 0.20 CHF 270'000 50'000 278'350 25'333 50'817 CHF 5'268 CHF 99.66% 99.66%
15.11.2024 8.47% 0.21 CHF 0.22 CHF 240'000 50'000 218'376 29'341 51'162 CHF 6'995 CHF 56.34% 56.34%
14.11.2024 7.01% 0.34 CHF 0.35 CHF 150'000 25'000 149'767 20'005 52'033 CHF 7'433 CHF 99.66% 99.66%
13.11.2024 7.88% 0.32 CHF 0.33 CHF 160'000 50'000 169'492 25'788 51'746 CHF 8'435 CHF 96.79% 96.79%
12.11.2024 7.95% 0.31 CHF 0.32 CHF 170'000 50'000 168'457 25'331 51'670 CHF 8'378 CHF 99.68% 99.68%
11.11.2024 6.98% 0.33 CHF 0.34 CHF 160'000 25'000 149'899 20'290 52'071 CHF 7'540 CHF 96.92% 96.92%
08.11.2024 6.43% 0.36 CHF 0.37 CHF 140'000 25'000 138'876 20'025 52'740 CHF 8'082 CHF 99.65% 99.65%
07.11.2024 6.30% 0.40 CHF 0.41 CHF 130'000 25'000 130'612 20'021 50'828 CHF 8'288 CHF 99.68% 99.68%

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