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 5.61% 0.19 CHF 0.20 CHF 210'000 210'000 82'404 82'404 14'985 CHF 15'813 CHF 99.89% 99.89%
19.11.2024 5.85% 0.17 CHF 0.18 CHF 220'000 220'000 98'243 98'243 16'848 CHF 17'835 CHF 99.94% 99.94%
18.11.2024 5.30% 0.18 CHF 0.19 CHF 210'000 210'000 78'426 78'426 14'577 CHF 15'365 CHF 99.89% 99.89%
15.11.2024 5.20% 0.19 CHF 0.20 CHF 210'000 210'000 97'202 97'202 18'849 CHF 19'832 CHF 99.61% 99.61%
14.11.2024 4.30% 0.23 CHF 0.24 CHF 210'000 210'000 85'316 85'316 19'756 CHF 20'613 CHF 100.00% 100.00%
13.11.2024 4.10% 0.25 CHF 0.26 CHF 200'000 200'000 85'664 85'664 21'055 CHF 21'915 CHF 100.00% 100.00%
12.11.2024 3.29% 0.28 CHF 0.28 CHF 170'000 170'000 77'905 77'905 23'740 CHF 24'523 CHF 99.94% 99.94%
11.11.2024 3.05% 0.34 CHF 0.35 CHF 160'000 160'000 69'156 69'156 22'985 CHF 23'680 CHF 99.89% 99.89%
08.11.2024 3.14% 0.32 CHF 0.33 CHF 150'000 150'000 64'382 64'382 21'565 CHF 22'226 CHF 96.89% 96.89%
07.11.2024 3.42% 0.34 CHF 0.35 CHF 170'000 170'000 74'618 74'618 23'133 CHF 23'886 CHF 98.31% 98.31%

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