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 7.44% 0.14 CHF 0.14 CHF 86'000 86'000 563'497 563'497 72'855 CHF 78'490 CHF 98.90% 98.90%
19.11.2024 9.50% 0.12 CHF 0.13 CHF 103'300 103'300 688'393 688'393 69'043 CHF 75'927 CHF 98.73% 98.73%
18.11.2024 9.55% 0.10 CHF 0.11 CHF 101'900 101'900 649'844 649'844 64'910 CHF 71'409 CHF 98.94% 98.94%
15.11.2024 7.63% 0.12 CHF 0.13 CHF 60'300 60'300 383'296 383'296 49'833 CHF 53'676 CHF 98.94% 98.94%
14.11.2024 5.13% 0.19 CHF 0.21 CHF 54'600 54'600 354'062 354'062 68'384 CHF 71'933 CHF 98.85% 98.85%
13.11.2024 5.35% 0.21 CHF 0.22 CHF 58'100 58'100 377'027 377'027 69'464 CHF 73'243 CHF 98.87% 98.87%
12.11.2024 5.25% 0.18 CHF 0.20 CHF 44'500 44'500 288'876 288'876 54'477 CHF 57'372 CHF 98.75% 98.75%
11.11.2024 4.30% 0.25 CHF 0.26 CHF 54'700 54'700 354'723 354'723 81'729 CHF 85'284 CHF 98.90% 98.90%
08.11.2024 5.28% 0.20 CHF 0.21 CHF 63'900 63'900 418'821 418'821 78'498 CHF 82'696 CHF 97.79% 97.79%
07.11.2024 5.69% 0.18 CHF 0.19 CHF 52'900 52'900 341'879 341'879 59'970 CHF 63'397 CHF 98.90% 98.90%

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