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 5.61% 0.17 CHF 0.18 CHF 300'000 300'000 300'000 300'000 52'014 CHF 55'014 CHF 99.37% 99.37%
19.11.2024 5.89% 0.17 CHF 0.18 CHF 300'000 300'000 313'924 313'924 51'709 CHF 54'848 CHF 99.25% 99.25%
18.11.2024 5.61% 0.18 CHF 0.19 CHF 300'000 300'000 300'000 300'000 52'017 CHF 55'017 CHF 99.25% 99.25%
15.11.2024 5.45% 0.18 CHF 0.19 CHF 300'000 300'000 300'000 300'000 53'592 CHF 56'592 CHF 99.39% 99.39%
14.11.2024 5.82% 0.17 CHF 0.18 CHF 300'000 300'000 307'612 307'612 51'305 CHF 54'381 CHF 99.38% 99.38%
13.11.2024 5.38% 0.18 CHF 0.19 CHF 300'000 300'000 294'273 294'273 53'241 CHF 56'184 CHF 99.36% 99.36%
12.11.2024 5.46% 0.17 CHF 0.18 CHF 300'000 300'000 300'000 300'000 53'428 CHF 56'428 CHF 99.03% 99.03%
11.11.2024 5.39% 0.18 CHF 0.19 CHF 300'000 300'000 293'183 293'183 52'973 CHF 55'905 CHF 99.26% 99.26%
08.11.2024 5.98% 0.17 CHF 0.18 CHF 300'000 300'000 318'946 318'946 51'713 CHF 54'903 CHF 99.39% 99.39%
07.11.2024 6.20% 0.16 CHF 0.17 CHF 325'000 325'000 334'967 334'967 52'331 CHF 55'681 CHF 99.27% 99.27%

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