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 8.94% 0.10 CHF 0.11 CHF 500'000 500'000 482'933 482'933 51'638 CHF 56'467 CHF 100.00% 100.00%
19.11.2024 9.47% 0.10 CHF 0.11 CHF 500'000 500'000 497'793 497'793 50'059 CHF 55'037 CHF 99.88% 99.88%
18.11.2024 8.43% 0.12 CHF 0.13 CHF 425'000 425'000 455'734 455'734 51'755 CHF 56'313 CHF 99.89% 99.89%
15.11.2024 7.67% 0.12 CHF 0.13 CHF 425'000 425'000 411'322 411'322 51'583 CHF 55'697 CHF 100.00% 100.00%
14.11.2024 7.86% 0.13 CHF 0.14 CHF 400'000 400'000 422'488 422'488 51'652 CHF 55'877 CHF 99.98% 99.98%
13.11.2024 9.48% 0.11 CHF 0.12 CHF 500'000 500'000 499'740 499'740 50'214 CHF 55'211 CHF 100.00% 100.00%
12.11.2024 8.77% 0.10 CHF 0.11 CHF 500'000 500'000 471'743 471'743 51'466 CHF 56'183 CHF 99.70% 99.70%
11.11.2024 6.69% 0.13 CHF 0.14 CHF 375'000 375'000 362'683 362'683 52'456 CHF 56'083 CHF 99.90% 99.90%
08.11.2024 6.46% 0.14 CHF 0.15 CHF 375'000 375'000 348'701 348'700 52'156 CHF 55'642 CHF 100.00% 100.00%
07.11.2024 5.24% 0.20 CHF 0.21 CHF 250'000 250'000 280'756 280'758 52'141 CHF 54'949 CHF 99.88% 99.88%

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