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 10.03% 0.20 CHF 0.22 CHF 146'206 50'000 142'709 50'000 29'884 CHF 11'602 CHF 100.00% 100.00%
19.11.2024 6.04% 0.23 CHF 0.25 CHF 138'449 50'000 139'602 50'000 32'189 CHF 12'264 CHF 99.99% 99.99%
18.11.2024 6.87% 0.23 CHF 0.25 CHF 139'082 50'000 141'884 44'429 30'865 CHF 10'403 CHF 98.96% 98.96%
15.11.2024 5.05% 0.21 CHF 0.22 CHF 147'118 50'000 151'502 50'000 29'250 CHF 10'157 CHF 96.45% 96.45%
14.11.2024 4.81% 0.21 CHF 0.22 CHF 148'994 50'000 149'517 50'000 30'385 CHF 10'670 CHF 96.15% 96.15%
13.11.2024 6.56% 0.14 CHF 0.15 CHF 180'317 50'000 174'132 49'711 26'052 CHF 7'946 CHF 99.36% 99.36%
12.11.2024 5.94% 0.16 CHF 0.17 CHF 171'872 50'000 166'256 50'000 27'224 CHF 8'700 CHF 100.00% 100.00%
11.11.2024 5.24% 0.21 CHF 0.22 CHF 146'682 50'000 138'062 50'000 36'036 CHF 13'826 CHF 99.48% 99.48%
08.11.2024 6.21% 0.30 CHF 0.32 CHF 130'940 50'000 131'411 50'000 40'489 CHF 16'403 CHF 99.49% 99.49%
07.11.2024 5.34% 0.31 CHF 0.33 CHF 134'752 50'000 134'013 48'669 41'754 CHF 16'023 CHF 96.52% 96.52%

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