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 5.25% 0.17 CHF 0.18 CHF 300'000 300'000 281'718 281'718 52'270 CHF 55'087 CHF 99.38% 99.38%
19.11.2024 5.79% 0.17 CHF 0.18 CHF 300'000 300'000 308'283 308'279 51'713 CHF 54'796 CHF 99.29% 99.29%
18.11.2024 4.72% 0.22 CHF 0.23 CHF 250'000 250'000 254'867 254'867 52'721 CHF 55'270 CHF 99.27% 99.27%
15.11.2024 4.67% 0.21 CHF 0.22 CHF 250'000 250'000 252'035 252'035 52'836 CHF 55'356 CHF 99.38% 99.38%
14.11.2024 4.84% 0.22 CHF 0.23 CHF 250'000 250'000 262'187 262'187 52'907 CHF 55'529 CHF 99.38% 99.38%
13.11.2024 5.95% 0.18 CHF 0.19 CHF 325'000 325'000 318'744 318'744 51'967 CHF 55'154 CHF 99.39% 99.39%
12.11.2024 5.97% 0.14 CHF 0.15 CHF 350'000 350'000 320'465 320'463 52'031 CHF 55'235 CHF 99.06% 99.06%
11.11.2024 3.18% 0.29 CHF 0.30 CHF 175'000 175'000 176'049 176'049 54'597 CHF 56'357 CHF 99.29% 99.29%
08.11.2024 3.18% 0.32 CHF 0.33 CHF 175'000 175'000 173'998 173'998 53'828 CHF 55'568 CHF 99.38% 99.38%
07.11.2024 2.70% 0.39 CHF 0.40 CHF 125'000 125'000 149'447 149'447 54'674 CHF 56'169 CHF 99.26% 99.26%

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