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 5.53% 0.17 CHF 0.18 CHF 300'000 300'000 299'726 299'726 52'772 CHF 55'769 CHF 99.97% 99.97%
19.11.2024 5.24% 0.17 CHF 0.18 CHF 300'000 300'000 284'199 284'199 52'818 CHF 55'660 CHF 99.75% 99.75%
18.11.2024 5.56% 0.19 CHF 0.20 CHF 275'000 275'000 297'616 297'615 52'067 CHF 55'043 CHF 99.88% 99.88%
15.11.2024 5.51% 0.16 CHF 0.17 CHF 325'000 325'000 299'751 299'751 52'913 CHF 55'910 CHF 100.00% 100.00%
14.11.2024 5.33% 0.19 CHF 0.20 CHF 275'000 275'000 287'906 287'906 52'589 CHF 55'468 CHF 99.63% 99.63%
13.11.2024 4.96% 0.20 CHF 0.21 CHF 250'000 250'000 259'808 259'808 51'112 CHF 53'710 CHF 99.96% 99.96%
12.11.2024 4.75% 0.21 CHF 0.22 CHF 250'000 250'000 252'632 252'632 51'939 CHF 54'465 CHF 99.75% 99.75%
11.11.2024 5.56% 0.19 CHF 0.20 CHF 275'000 275'000 299'782 299'782 52'400 CHF 55'398 CHF 99.80% 99.80%
08.11.2024 5.50% 0.17 CHF 0.18 CHF 300'000 300'000 299'481 299'482 52'951 CHF 55'947 CHF 99.81% 99.81%
07.11.2024 5.40% 0.18 CHF 0.19 CHF 300'000 300'000 298'004 298'003 53'664 CHF 56'643 CHF 99.89% 99.89%

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