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 7.01% 0.12 CHF 0.13 CHF 425'000 425'000 379'641 379'641 52'273 CHF 56'069 CHF 99.10% 99.10%
19.11.2024 6.88% 0.14 CHF 0.15 CHF 375'000 375'000 372'006 372'006 52'236 CHF 55'956 CHF 97.86% 97.86%
18.11.2024 6.83% 0.14 CHF 0.15 CHF 350'000 350'000 369'334 369'334 52'218 CHF 55'912 CHF 97.84% 97.84%
15.11.2024 5.96% 0.15 CHF 0.16 CHF 350'000 350'000 317'584 317'584 51'705 CHF 54'881 CHF 98.32% 98.32%
14.11.2024 4.30% 0.21 CHF 0.22 CHF 250'000 250'000 230'945 230'933 52'553 CHF 54'860 CHF 99.43% 99.43%
13.11.2024 4.16% 0.21 CHF 0.22 CHF 250'000 250'000 200'259 200'255 46'809 CHF 48'810 CHF 98.13% 98.13%
12.11.2024 3.58% 0.24 CHF 0.25 CHF 100'000 100'000 99'029 99'029 27'176 CHF 28'166 CHF 98.85% 98.85%
11.11.2024 2.98% 0.29 CHF 0.30 CHF 88'000 88'000 79'320 79'320 26'244 CHF 27'037 CHF 99.05% 99.05%
08.11.2024 2.88% 0.35 CHF 0.36 CHF 75'000 75'000 80'557 80'557 27'554 CHF 28'360 CHF 99.26% 99.26%
07.11.2024 2.91% 0.36 CHF 0.37 CHF 75'000 75'000 82'391 82'391 27'871 CHF 28'695 CHF 98.73% 98.73%

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