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 8.85% 0.10 CHF 0.11 CHF 475'000 475'000 477'447 477'446 51'604 CHF 56'379 CHF 99.38% 99.38%
19.11.2024 8.70% 0.11 CHF 0.12 CHF 475'000 475'000 472'067 472'067 51'927 CHF 56'648 CHF 97.47% 97.47%
18.11.2024 8.33% 0.11 CHF 0.12 CHF 475'000 475'000 448'730 448'730 51'624 CHF 56'111 CHF 99.26% 99.26%
15.11.2024 9.03% 0.10 CHF 0.11 CHF 500'000 500'000 482'901 482'901 51'119 CHF 55'948 CHF 99.38% 99.38%
14.11.2024 7.69% 0.12 CHF 0.13 CHF 425'000 425'000 410'894 410'890 51'382 CHF 55'490 CHF 99.37% 99.37%
13.11.2024 7.69% 0.13 CHF 0.14 CHF 400'000 400'000 413'138 413'137 51'679 CHF 55'810 CHF 99.38% 99.38%
12.11.2024 8.70% 0.11 CHF 0.12 CHF 475'000 475'000 471'588 471'588 51'875 CHF 56'591 CHF 99.08% 99.08%
11.11.2024 8.70% 0.11 CHF 0.12 CHF 475'000 475'000 475'000 475'000 52'250 CHF 57'000 CHF 99.28% 99.28%
08.11.2024 8.70% 0.11 CHF 0.12 CHF 475'000 475'000 473'104 473'104 52'019 CHF 56'750 CHF 99.38% 99.38%
07.11.2024 9.13% 0.11 CHF 0.12 CHF 475'000 475'000 486'907 486'907 50'948 CHF 55'817 CHF 99.23% 99.23%

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