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 6.09% 0.25 CHF 0.26 CHF 407'000 407'000 159'147 159'147 37'342 CHF 39'288 CHF 99.82% 99.82%
19.11.2024 11.12% 0.20 CHF 0.21 CHF 503'500 503'500 138'503 138'503 25'970 CHF 27'499 CHF 99.92% 99.92%
18.11.2024 4.44% 0.19 CHF 0.20 CHF 372'400 372'400 137'154 137'154 29'729 CHF 31'103 CHF 99.90% 99.90%
15.11.2024 4.77% 0.21 CHF 0.22 CHF 454'100 454'100 170'820 170'820 36'057 CHF 37'768 CHF 99.53% 99.53%
14.11.2024 5.16% 0.20 CHF 0.21 CHF 449'000 449'000 177'374 177'374 34'384 CHF 36'161 CHF 100.00% 100.00%
13.11.2024 5.99% 0.19 CHF 0.20 CHF 588'200 588'200 219'039 219'039 37'442 CHF 39'636 CHF 100.00% 100.00%
12.11.2024 11.93% 0.16 CHF 0.17 CHF 645'500 645'500 156'563 156'563 23'069 CHF 24'848 CHF 99.95% 99.95%
11.11.2024 16.23% 0.13 CHF 0.14 CHF 742'600 742'600 204'456 204'456 25'179 CHF 27'429 CHF 99.88% 99.88%
08.11.2024 7.47% 0.12 CHF 0.13 CHF 660'000 660'000 265'094 265'094 33'912 CHF 36'567 CHF 100.00% 100.00%
07.11.2024 7.29% 0.13 CHF 0.14 CHF 609'500 609'500 236'982 236'982 31'864 CHF 34'248 CHF 99.87% 99.87%

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