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 8.80% 0.10 CHF 0.11 CHF 500'000 500'000 474'511 474'511 51'567 CHF 56'312 CHF 99.38% 99.38%
19.11.2024 8.31% 0.11 CHF 0.12 CHF 475'000 475'000 444'106 444'106 51'250 CHF 55'691 CHF 99.29% 99.29%
18.11.2024 7.16% 0.14 CHF 0.15 CHF 375'000 375'000 387'419 387'419 52'191 CHF 56'066 CHF 99.29% 99.29%
15.11.2024 6.54% 0.14 CHF 0.15 CHF 375'000 375'000 355'100 355'100 52'486 CHF 56'037 CHF 99.39% 99.39%
14.11.2024 7.24% 0.14 CHF 0.15 CHF 400'000 400'000 393'099 393'099 52'328 CHF 56'259 CHF 99.37% 99.37%
13.11.2024 6.81% 0.13 CHF 0.14 CHF 400'000 400'000 369'542 369'542 52'409 CHF 56'104 CHF 99.36% 99.36%
12.11.2024 6.02% 0.14 CHF 0.15 CHF 350'000 350'000 320'658 320'658 51'636 CHF 54'842 CHF 99.07% 99.07%
11.11.2024 5.22% 0.18 CHF 0.19 CHF 300'000 300'000 283'790 283'790 52'931 CHF 55'769 CHF 99.23% 99.23%
08.11.2024 5.33% 0.18 CHF 0.19 CHF 300'000 300'000 292'436 292'436 53'438 CHF 56'362 CHF 99.39% 99.39%
07.11.2024 5.39% 0.19 CHF 0.20 CHF 275'000 275'000 295'750 295'750 53'375 CHF 56'333 CHF 99.28% 99.28%

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