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 6.73% 0.12 CHF 0.13 CHF 420'000 200'000 353'521 200'000 50'715 CHF 31'196 CHF 99.53% 99.53%
19.11.2024 6.76% 0.16 CHF 0.17 CHF 330'000 200'000 354'475 200'000 50'696 CHF 30'763 CHF 99.55% 99.55%
18.11.2024 5.77% 0.17 CHF 0.18 CHF 290'000 200'000 301'806 200'000 50'826 CHF 35'733 CHF 81.56% 81.56%
15.11.2024 7.38% 0.13 CHF 0.14 CHF 400'000 200'000 388'511 200'000 50'694 CHF 28'116 CHF 98.93% 98.93%
14.11.2024 7.01% 0.15 CHF 0.16 CHF 340'000 200'000 368'520 200'000 50'726 CHF 29'576 CHF 99.53% 99.53%
13.11.2024 7.30% 0.12 CHF 0.13 CHF 410'000 200'000 383'586 200'000 50'658 CHF 28'522 CHF 97.46% 97.46%
12.11.2024 6.27% 0.13 CHF 0.14 CHF 400'000 200'000 328'833 200'000 50'799 CHF 33'013 CHF 99.06% 99.06%
11.11.2024 5.58% 0.18 CHF 0.19 CHF 280'000 200'000 292'268 200'000 50'911 CHF 36'888 CHF 99.52% 99.52%
08.11.2024 6.04% 0.15 CHF 0.16 CHF 330'000 200'000 316'686 200'000 50'819 CHF 34'189 CHF 99.52% 99.52%
07.11.2024 4.87% 0.19 CHF 0.20 CHF 270'000 200'000 254'583 200'000 50'971 CHF 42'131 CHF 99.47% 99.47%

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