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 6.14% 0.14 CHF 0.15 CHF 350'000 350'000 329'764 329'764 52'082 CHF 55'379 CHF 99.10% 99.10%
19.11.2024 6.17% 0.16 CHF 0.17 CHF 350'000 350'000 333'337 333'330 52'405 CHF 55'737 CHF 97.85% 97.85%
18.11.2024 6.34% 0.16 CHF 0.17 CHF 325'000 325'000 342'680 342'680 52'360 CHF 55'786 CHF 99.11% 99.11%
15.11.2024 6.72% 0.16 CHF 0.17 CHF 325'000 325'000 363'177 363'176 52'213 CHF 55'845 CHF 99.48% 99.48%
14.11.2024 6.35% 0.16 CHF 0.17 CHF 325'000 325'000 343'275 343'274 52'316 CHF 55'749 CHF 99.17% 99.17%
13.11.2024 6.19% 0.15 CHF 0.16 CHF 350'000 350'000 297'820 297'820 46'481 CHF 49'459 CHF 98.77% 98.77%
12.11.2024 6.27% 0.16 CHF 0.17 CHF 163'000 163'000 169'106 169'107 26'122 CHF 27'814 CHF 98.43% 98.43%
11.11.2024 6.42% 0.16 CHF 0.17 CHF 150'000 150'000 172'772 172'772 26'051 CHF 27'778 CHF 98.94% 98.94%
08.11.2024 7.24% 0.15 CHF 0.16 CHF 175'000 175'000 195'838 195'838 26'074 CHF 28'033 CHF 99.32% 99.32%
07.11.2024 6.92% 0.13 CHF 0.14 CHF 200'000 200'000 188'510 188'510 26'289 CHF 28'174 CHF 99.17% 99.17%

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