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 8.98% 0.10 CHF 0.11 CHF 475'000 475'000 484'450 478'696 51'589 CHF 55'813 CHF 98.98% 98.98%
19.11.2024 8.59% 0.11 CHF 0.12 CHF 475'000 475'000 467'957 467'956 52'117 CHF 56'796 CHF 97.62% 97.62%
18.11.2024 9.56% 0.10 CHF 0.11 CHF 500'000 500'000 504'000 470'077 50'271 CHF 51'890 CHF 99.30% 99.30%
15.11.2024 8.81% 0.10 CHF 0.11 CHF 500'000 500'000 475'068 475'067 51'572 CHF 56'322 CHF 98.66% 98.66%
14.11.2024 8.38% 0.12 CHF 0.13 CHF 425'000 425'000 453'978 453'982 51'880 CHF 56'421 CHF 99.37% 99.37%
13.11.2024 7.64% 0.11 CHF 0.12 CHF 475'000 475'000 367'110 367'117 46'214 CHF 49'886 CHF 99.10% 99.10%
12.11.2024 8.02% 0.12 CHF 0.13 CHF 200'000 200'000 213'883 213'883 25'605 CHF 27'744 CHF 98.89% 98.89%
11.11.2024 6.81% 0.13 CHF 0.14 CHF 188'000 188'000 183'826 183'826 26'073 CHF 27'912 CHF 99.01% 99.01%
08.11.2024 5.37% 0.17 CHF 0.18 CHF 163'000 163'000 145'915 145'915 26'450 CHF 27'909 CHF 99.29% 99.29%
07.11.2024 6.61% 0.17 CHF 0.18 CHF 163'000 163'000 180'790 180'793 26'435 CHF 28'244 CHF 99.20% 99.20%

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