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 7.19% 0.15 CHF 0.16 CHF 170'000 170'000 79'800 79'800 11'294 CHF 12'095 CHF 99.89% 99.89%
19.11.2024 7.48% 0.13 CHF 0.14 CHF 180'000 180'000 82'734 82'734 10'998 CHF 11'829 CHF 99.94% 99.94%
18.11.2024 6.70% 0.14 CHF 0.15 CHF 170'000 170'000 64'221 64'221 9'362 CHF 10'007 CHF 99.89% 99.89%
15.11.2024 6.47% 0.15 CHF 0.16 CHF 170'000 170'000 79'005 79'005 12'193 CHF 12'992 CHF 99.90% 99.90%
14.11.2024 5.32% 0.18 CHF 0.19 CHF 170'000 170'000 70'667 70'667 13'149 CHF 13'859 CHF 100.00% 100.00%
13.11.2024 5.01% 0.20 CHF 0.21 CHF 160'000 160'000 69'684 69'684 13'919 CHF 14'619 CHF 100.00% 100.00%
12.11.2024 3.95% 0.23 CHF 0.24 CHF 160'000 160'000 70'874 70'874 17'898 CHF 18'611 CHF 99.94% 99.94%
11.11.2024 3.67% 0.28 CHF 0.30 CHF 160'000 160'000 71'227 71'227 19'681 CHF 20'396 CHF 99.89% 99.89%
08.11.2024 3.80% 0.26 CHF 0.27 CHF 160'000 160'000 70'662 70'662 19'363 CHF 20'087 CHF 98.90% 98.90%
07.11.2024 4.13% 0.28 CHF 0.29 CHF 160'000 160'000 72'014 72'014 18'107 CHF 18'830 CHF 99.72% 99.72%

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