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 6.51% 0.14 CHF 0.14 CHF 375'000 375'000 167'919 167'919 25'650 CHF 27'333 CHF 99.73% 99.73%
19.11.2024 6.81% 0.17 CHF 0.18 CHF 380'000 380'000 168'326 168'326 25'561 CHF 27'247 CHF 99.91% 99.91%
18.11.2024 8.37% 0.13 CHF 0.14 CHF 375'000 375'000 162'095 162'095 19'026 CHF 20'650 CHF 99.48% 99.48%
15.11.2024 5.09% 0.14 CHF 0.14 CHF 375'000 375'000 120'152 120'152 20'379 CHF 21'583 CHF 97.29% 97.29%
14.11.2024 7.69% 0.18 CHF 0.19 CHF 380'000 380'000 137'236 137'236 25'972 CHF 27'499 CHF 78.52% 88.58%
13.11.2024 2.88% 0.34 CHF 0.35 CHF 420'000 420'000 186'471 186'471 65'169 CHF 67'037 CHF 98.99% 98.99%
12.11.2024 2.80% 0.37 CHF 0.38 CHF 425'000 425'000 188'225 188'225 67'755 CHF 69'641 CHF 99.64% 99.64%
11.11.2024 2.68% 0.37 CHF 0.38 CHF 425'000 425'000 190'202 190'202 70'618 CHF 72'524 CHF 99.28% 99.28%
08.11.2024 2.63% 0.39 CHF 0.40 CHF 435'000 435'000 193'782 193'782 74'710 CHF 76'652 CHF 99.78% 99.78%
07.11.2024 2.65% 0.38 CHF 0.39 CHF 435'000 435'000 193'320 193'320 73'282 CHF 75'219 CHF 99.80% 99.80%

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