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 6.15% 0.16 CHF 0.17 CHF 350'000 350'000 330'867 330'867 52'162 CHF 55'471 CHF 99.37% 99.37%
19.11.2024 6.50% 0.17 CHF 0.18 CHF 325'000 325'000 352'382 352'382 52'496 CHF 56'020 CHF 99.28% 99.28%
18.11.2024 5.91% 0.15 CHF 0.16 CHF 350'000 350'000 317'421 317'421 52'121 CHF 55'295 CHF 99.26% 99.26%
15.11.2024 4.60% 0.21 CHF 0.22 CHF 250'000 250'000 250'000 250'000 53'174 CHF 55'674 CHF 99.39% 99.39%
14.11.2024 4.97% 0.21 CHF 0.22 CHF 250'000 250'000 266'774 266'774 52'327 CHF 54'995 CHF 99.35% 99.35%
13.11.2024 4.99% 0.18 CHF 0.19 CHF 300'000 300'000 267'894 267'894 52'313 CHF 54'992 CHF 99.39% 99.39%
12.11.2024 4.53% 0.21 CHF 0.22 CHF 250'000 250'000 247'335 247'335 53'367 CHF 55'840 CHF 99.07% 99.07%
11.11.2024 3.71% 0.26 CHF 0.27 CHF 200'000 200'000 200'000 200'000 52'882 CHF 54'882 CHF 99.27% 99.27%
08.11.2024 3.99% 0.26 CHF 0.27 CHF 200'000 200'000 212'927 212'927 52'227 CHF 54'357 CHF 99.38% 99.38%
07.11.2024 4.99% 0.21 CHF 0.22 CHF 250'000 250'000 269'617 269'617 52'634 CHF 55'331 CHF 99.24% 99.24%

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