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 10.74% 0.09 CHF 0.10 CHF 575'000 300'000 581'637 318'861 51'294 CHF 31'554 CHF 99.38% 99.38%
20.11.2024 7.99% 0.12 CHF 0.13 CHF 425'000 425'000 425'028 425'028 51'071 CHF 55'322 CHF 99.38% 99.38%
19.11.2024 7.81% 0.12 CHF 0.13 CHF 425'000 425'000 416'641 416'641 51'292 CHF 55'458 CHF 98.57% 98.57%
18.11.2024 7.26% 0.13 CHF 0.14 CHF 375'000 375'000 393'310 393'310 52'192 CHF 56'125 CHF 99.26% 99.26%
15.11.2024 7.43% 0.13 CHF 0.14 CHF 425'000 425'000 402'445 402'444 52'124 CHF 56'149 CHF 99.38% 99.38%
14.11.2024 7.42% 0.13 CHF 0.14 CHF 400'000 400'000 401'252 401'252 52'050 CHF 56'063 CHF 99.37% 99.37%
13.11.2024 7.69% 0.12 CHF 0.13 CHF 425'000 425'000 412'056 412'056 51'531 CHF 55'651 CHF 99.38% 99.38%
12.11.2024 7.63% 0.12 CHF 0.13 CHF 425'000 425'000 408'937 408'937 51'545 CHF 55'634 CHF 99.08% 99.08%
11.11.2024 6.99% 0.14 CHF 0.15 CHF 375'000 375'000 380'013 380'013 52'502 CHF 56'302 CHF 99.24% 99.24%
08.11.2024 8.21% 0.12 CHF 0.13 CHF 425'000 425'000 440'162 440'162 51'412 CHF 55'814 CHF 99.39% 99.39%

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