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 8.22% 0.10 CHF 0.11 CHF 500'000 500'000 437'220 437'220 51'023 CHF 55'395 CHF 99.48% 99.48%
19.11.2024 8.21% 0.12 CHF 0.13 CHF 475'000 475'000 441'543 441'541 51'628 CHF 56'043 CHF 95.65% 95.65%
18.11.2024 8.54% 0.12 CHF 0.13 CHF 475'000 475'000 464'485 464'461 52'099 CHF 56'741 CHF 99.17% 99.17%
15.11.2024 9.34% 0.12 CHF 0.13 CHF 425'000 425'000 489'986 481'442 50'067 CHF 54'085 CHF 99.35% 99.35%
14.11.2024 8.09% 0.12 CHF 0.13 CHF 425'000 425'000 434'690 434'711 51'559 CHF 55'909 CHF 99.35% 99.35%
13.11.2024 8.23% 0.11 CHF 0.12 CHF 475'000 475'000 396'004 395'995 45'962 CHF 49'922 CHF 99.43% 99.43%
12.11.2024 8.09% 0.12 CHF 0.13 CHF 213'000 213'000 215'435 215'435 25'566 CHF 27'720 CHF 98.51% 98.51%
11.11.2024 8.56% 0.13 CHF 0.14 CHF 200'000 200'000 232'509 232'509 26'018 CHF 28'343 CHF 99.33% 99.33%
08.11.2024 10.22% 0.11 CHF 0.12 CHF 238'000 238'000 279'334 167'224 25'940 CHF 17'513 CHF 99.43% 99.43%
07.11.2024 9.02% 0.09 CHF 0.10 CHF 288'000 150'000 246'477 226'215 26'127 CHF 26'495 CHF 99.11% 99.11%

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