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
22.11.2024 7.44% 0.14 CHF 0.15 CHF 375'000 375'000 400'893 400'893 51'916 CHF 55'925 CHF 99.39% 99.39%
20.11.2024 5.75% 0.16 CHF 0.17 CHF 325'000 325'000 303'547 303'547 51'251 CHF 54'287 CHF 99.38% 99.38%
19.11.2024 5.75% 0.16 CHF 0.17 CHF 300'000 300'000 303'162 303'162 51'185 CHF 54'217 CHF 98.86% 98.86%
18.11.2024 5.33% 0.18 CHF 0.19 CHF 275'000 275'000 292'391 292'392 53'420 CHF 56'344 CHF 99.27% 99.27%
15.11.2024 5.45% 0.17 CHF 0.18 CHF 300'000 300'000 300'000 300'000 53'546 CHF 56'546 CHF 99.37% 99.37%
14.11.2024 5.45% 0.18 CHF 0.19 CHF 300'000 300'000 300'000 300'000 53'544 CHF 56'544 CHF 99.35% 99.35%
13.11.2024 5.61% 0.17 CHF 0.18 CHF 300'000 300'000 300'000 300'000 52'010 CHF 55'010 CHF 99.36% 99.36%
12.11.2024 5.58% 0.17 CHF 0.18 CHF 300'000 300'000 299'799 299'799 52'261 CHF 55'259 CHF 99.08% 99.08%
11.11.2024 5.16% 0.19 CHF 0.20 CHF 275'000 275'000 277'745 277'745 52'417 CHF 55'195 CHF 99.24% 99.24%
08.11.2024 5.90% 0.16 CHF 0.17 CHF 300'000 300'000 313'328 313'328 51'509 CHF 54'643 CHF 99.38% 99.38%

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