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 6.31% 0.16 CHF 0.17 CHF 325'000 325'000 339'768 339'768 52'176 CHF 55'574 CHF 99.38% 99.38%
19.11.2024 6.06% 0.15 CHF 0.16 CHF 325'000 325'000 323'464 323'465 51'793 CHF 55'028 CHF 98.37% 98.37%
18.11.2024 6.34% 0.16 CHF 0.17 CHF 325'000 325'000 343'276 343'276 52'424 CHF 55'857 CHF 99.30% 99.30%
15.11.2024 6.89% 0.14 CHF 0.15 CHF 375'000 375'000 374'733 374'733 52'532 CHF 56'279 CHF 99.39% 99.39%
14.11.2024 6.76% 0.14 CHF 0.15 CHF 375'000 375'000 367'278 367'278 52'471 CHF 56'143 CHF 99.35% 99.35%
13.11.2024 6.78% 0.15 CHF 0.16 CHF 350'000 350'000 368'003 368'003 52'478 CHF 56'158 CHF 99.37% 99.37%
12.11.2024 7.18% 0.14 CHF 0.15 CHF 375'000 375'000 390'907 390'907 52'535 CHF 56'444 CHF 99.05% 99.05%
11.11.2024 8.00% 0.12 CHF 0.13 CHF 425'000 425'000 423'261 423'261 50'801 CHF 55'033 CHF 99.28% 99.28%
08.11.2024 7.23% 0.13 CHF 0.14 CHF 400'000 400'000 390'896 390'896 52'083 CHF 55'992 CHF 99.38% 99.38%
07.11.2024 6.28% 0.15 CHF 0.16 CHF 350'000 350'000 337'638 337'636 52'083 CHF 55'459 CHF 99.25% 99.25%

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