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 7.22% 0.13 CHF 0.14 CHF 400'000 400'000 388'941 388'941 51'982 CHF 55'871 CHF 99.38% 99.38%
19.11.2024 6.10% 0.15 CHF 0.16 CHF 350'000 350'000 326'371 326'371 51'864 CHF 55'128 CHF 99.26% 99.26%
18.11.2024 6.67% 0.13 CHF 0.14 CHF 375'000 375'000 360'184 360'184 52'195 CHF 55'797 CHF 99.28% 99.28%
15.11.2024 6.71% 0.14 CHF 0.15 CHF 350'000 350'000 361'995 361'995 52'110 CHF 55'730 CHF 99.39% 99.39%
14.11.2024 5.66% 0.16 CHF 0.17 CHF 300'000 300'000 302'741 302'741 51'995 CHF 55'023 CHF 99.35% 99.35%
13.11.2024 6.68% 0.15 CHF 0.16 CHF 350'000 350'000 361'598 361'598 52'358 CHF 55'974 CHF 99.36% 99.36%
12.11.2024 6.36% 0.15 CHF 0.16 CHF 350'000 350'000 345'589 345'589 52'642 CHF 56'098 CHF 99.05% 99.05%
11.11.2024 6.53% 0.15 CHF 0.16 CHF 350'000 350'000 352'342 352'342 52'163 CHF 55'687 CHF 99.23% 99.23%
08.11.2024 5.23% 0.17 CHF 0.18 CHF 300'000 300'000 281'305 281'305 52'398 CHF 55'211 CHF 99.37% 99.37%
07.11.2024 4.46% 0.21 CHF 0.22 CHF 250'000 250'000 243'260 243'260 53'326 CHF 55'758 CHF 99.27% 99.27%

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