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 8.70% 0.12 CHF 0.13 CHF 425'000 425'000 466'411 466'411 51'277 CHF 55'941 CHF 99.37% 99.37%
20.11.2024 6.07% 0.15 CHF 0.16 CHF 350'000 350'000 325'670 325'670 52'022 CHF 55'278 CHF 99.38% 99.38%
19.11.2024 6.06% 0.15 CHF 0.16 CHF 350'000 350'000 324'516 324'516 51'910 CHF 55'155 CHF 99.26% 99.26%
18.11.2024 5.50% 0.18 CHF 0.19 CHF 300'000 300'000 300'000 300'000 53'037 CHF 56'037 CHF 99.30% 99.30%
15.11.2024 5.64% 0.17 CHF 0.18 CHF 300'000 300'000 300'000 300'000 51'679 CHF 54'679 CHF 99.37% 99.37%
14.11.2024 5.67% 0.17 CHF 0.18 CHF 300'000 300'000 300'467 300'467 51'462 CHF 54'466 CHF 99.35% 99.35%
13.11.2024 5.78% 0.17 CHF 0.18 CHF 325'000 325'000 306'037 306'037 51'414 CHF 54'475 CHF 99.36% 99.36%
12.11.2024 5.71% 0.16 CHF 0.17 CHF 325'000 325'000 304'133 304'133 51'720 CHF 54'761 CHF 99.09% 99.09%
11.11.2024 5.22% 0.19 CHF 0.20 CHF 300'000 300'000 284'061 284'061 52'941 CHF 55'781 CHF 99.24% 99.24%
08.11.2024 6.19% 0.16 CHF 0.17 CHF 325'000 325'000 332'332 332'331 52'040 CHF 55'363 CHF 99.38% 99.38%

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