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 3.46% 0.29 CHF 0.30 CHF 200'000 200'000 185'751 185'751 52'804 CHF 54'662 CHF 99.38% 99.38%
19.11.2024 3.58% 0.28 CHF 0.29 CHF 200'000 200'000 199'739 199'739 54'857 CHF 56'854 CHF 99.27% 99.27%
18.11.2024 3.99% 0.27 CHF 0.28 CHF 200'000 200'000 213'709 213'709 52'443 CHF 54'581 CHF 99.27% 99.27%
15.11.2024 4.42% 0.23 CHF 0.24 CHF 225'000 225'000 243'804 243'804 53'892 CHF 56'330 CHF 99.37% 99.37%
14.11.2024 5.17% 0.20 CHF 0.21 CHF 250'000 250'000 282'197 282'198 53'117 CHF 55'939 CHF 99.35% 99.35%
13.11.2024 5.70% 0.16 CHF 0.17 CHF 325'000 325'000 303'748 303'748 51'760 CHF 54'797 CHF 99.37% 99.37%
12.11.2024 5.94% 0.16 CHF 0.17 CHF 325'000 325'000 318'074 318'074 51'938 CHF 55'119 CHF 99.08% 99.08%
11.11.2024 6.45% 0.15 CHF 0.16 CHF 350'000 350'000 348'938 348'938 52'385 CHF 55'874 CHF 99.23% 99.23%
08.11.2024 6.16% 0.16 CHF 0.17 CHF 325'000 325'000 331'852 331'852 52'179 CHF 55'498 CHF 99.39% 99.39%
07.11.2024 6.25% 0.16 CHF 0.17 CHF 325'000 325'000 336'558 336'558 52'132 CHF 55'498 CHF 99.25% 99.25%

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