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 8.02% 0.13 CHF 0.14 CHF 425'000 425'000 428'098 428'098 51'272 CHF 55'553 CHF 99.40% 99.40%
19.11.2024 9.45% 0.10 CHF 0.11 CHF 500'000 500'000 493'635 493'608 49'820 CHF 54'753 CHF 98.63% 98.63%
18.11.2024 10.22% 0.10 CHF 0.11 CHF 500'000 500'000 550'712 357'399 51'106 CHF 37'212 CHF 99.29% 99.29%
15.11.2024 8.82% 0.10 CHF 0.11 CHF 500'000 500'000 478'641 478'641 51'904 CHF 56'690 CHF 98.28% 98.28%
14.11.2024 8.28% 0.10 CHF 0.11 CHF 500'000 500'000 437'489 437'489 50'707 CHF 55'082 CHF 99.16% 99.16%
13.11.2024 8.09% 0.12 CHF 0.13 CHF 425'000 425'000 384'330 384'333 45'535 CHF 49'378 CHF 99.42% 99.42%
12.11.2024 7.90% 0.11 CHF 0.12 CHF 238'000 238'000 211'113 211'113 25'654 CHF 27'765 CHF 99.16% 99.16%
11.11.2024 7.40% 0.13 CHF 0.14 CHF 200'000 200'000 198'577 198'577 25'825 CHF 27'811 CHF 99.21% 99.21%
08.11.2024 7.42% 0.14 CHF 0.15 CHF 188'000 188'000 200'136 200'135 25'986 CHF 27'988 CHF 99.49% 99.49%
07.11.2024 7.37% 0.12 CHF 0.13 CHF 200'000 200'000 198'459 198'459 25'961 CHF 27'946 CHF 99.33% 99.33%

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