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 6.90% 0.14 CHF 0.15 CHF 375'000 375'000 374'480 374'480 52'411 CHF 56'156 CHF 99.38% 99.38%
19.11.2024 6.67% 0.14 CHF 0.15 CHF 375'000 375'000 361'351 361'351 52'349 CHF 55'963 CHF 99.28% 99.28%
18.11.2024 6.27% 0.16 CHF 0.17 CHF 325'000 325'000 338'468 338'468 52'300 CHF 55'685 CHF 99.28% 99.28%
15.11.2024 6.09% 0.16 CHF 0.17 CHF 325'000 325'000 326'702 326'702 52'009 CHF 55'276 CHF 99.39% 99.39%
14.11.2024 6.42% 0.15 CHF 0.16 CHF 350'000 350'000 348'149 348'149 52'452 CHF 55'934 CHF 99.39% 99.39%
13.11.2024 6.17% 0.15 CHF 0.16 CHF 350'000 350'000 331'983 331'983 52'148 CHF 55'468 CHF 99.39% 99.39%
12.11.2024 5.83% 0.16 CHF 0.17 CHF 325'000 325'000 307'630 307'629 51'215 CHF 54'292 CHF 99.09% 99.09%
11.11.2024 5.41% 0.18 CHF 0.19 CHF 300'000 300'000 300'000 300'000 53'946 CHF 56'946 CHF 99.26% 99.26%
08.11.2024 5.49% 0.17 CHF 0.18 CHF 300'000 300'000 300'000 300'000 53'176 CHF 56'176 CHF 99.39% 99.39%
07.11.2024 5.51% 0.18 CHF 0.19 CHF 300'000 300'000 300'629 300'629 53'089 CHF 56'095 CHF 99.28% 99.28%

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