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 9.36% 0.11 CHF 0.12 CHF 475'000 475'000 493'921 493'921 50'349 CHF 55'288 CHF 99.80% 99.80%
19.11.2024 8.02% 0.12 CHF 0.13 CHF 425'000 425'000 427'107 427'107 51'085 CHF 55'356 CHF 99.70% 99.70%
18.11.2024 8.33% 0.11 CHF 0.12 CHF 475'000 475'000 447'019 447'018 51'402 CHF 55'872 CHF 99.70% 99.70%
15.11.2024 8.65% 0.12 CHF 0.13 CHF 425'000 425'000 470'993 470'993 52'076 CHF 56'786 CHF 99.80% 99.80%
14.11.2024 8.70% 0.11 CHF 0.12 CHF 475'000 475'000 475'000 475'000 52'251 CHF 57'001 CHF 99.81% 99.81%
13.11.2024 8.70% 0.11 CHF 0.12 CHF 475'000 475'000 475'000 475'000 52'250 CHF 57'000 CHF 99.80% 99.80%
12.11.2024 8.31% 0.11 CHF 0.12 CHF 475'000 475'000 446'914 446'915 51'506 CHF 55'975 CHF 99.49% 99.49%
11.11.2024 8.70% 0.11 CHF 0.12 CHF 475'000 475'000 472'960 472'960 52'026 CHF 56'755 CHF 99.70% 99.70%
08.11.2024 8.70% 0.11 CHF 0.12 CHF 475'000 475'000 475'000 475'000 52'250 CHF 57'000 CHF 99.81% 99.81%
07.11.2024 8.71% 0.11 CHF 0.12 CHF 475'000 475'000 474'506 474'504 52'111 CHF 56'856 CHF 95.68% 95.68%

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