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 5.80% 0.17 CHF 0.18 CHF 187'516 50'000 193'080 50'000 32'362 CHF 8'881 CHF 100.00% 100.00%
19.11.2024 6.38% 0.16 CHF 0.17 CHF 205'770 50'000 209'609 50'000 31'838 CHF 8'097 CHF 99.94% 99.94%
18.11.2024 7.12% 0.16 CHF 0.17 CHF 203'346 50'000 201'613 44'467 31'456 CHF 7'410 CHF 99.63% 99.63%
15.11.2024 5.86% 0.16 CHF 0.17 CHF 199'717 50'000 198'677 50'000 32'917 CHF 8'786 CHF 99.98% 99.98%
14.11.2024 5.34% 0.18 CHF 0.19 CHF 185'556 50'000 185'777 50'000 33'899 CHF 9'623 CHF 99.44% 99.44%
13.11.2024 5.20% 0.19 CHF 0.20 CHF 182'788 50'000 183'925 49'819 34'481 CHF 9'838 CHF 98.88% 98.88%
12.11.2024 4.89% 0.20 CHF 0.21 CHF 178'789 50'000 173'272 50'000 34'578 CHF 10'478 CHF 99.99% 99.99%
11.11.2024 4.49% 0.21 CHF 0.22 CHF 164'786 50'000 163'056 50'000 35'512 CHF 11'391 CHF 100.00% 100.00%
08.11.2024 4.41% 0.22 CHF 0.23 CHF 163'637 50'000 159'950 50'000 35'492 CHF 11'595 CHF 88.69% 88.69%
07.11.2024 4.29% 0.23 CHF 0.24 CHF 158'813 50'000 157'764 48'703 35'980 CHF 11'593 CHF 99.06% 99.06%

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