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 9.50% 0.10 CHF 0.11 CHF 500'000 500'000 497'442 497'442 49'913 CHF 54'888 CHF 99.37% 99.37%
19.11.2024 8.88% 0.11 CHF 0.12 CHF 500'000 500'000 478'864 478'865 51'578 CHF 56'366 CHF 98.57% 98.57%
18.11.2024 7.52% 0.13 CHF 0.14 CHF 400'000 400'000 405'025 405'025 51'901 CHF 55'951 CHF 99.26% 99.26%
15.11.2024 7.56% 0.13 CHF 0.14 CHF 400'000 400'000 405'771 405'771 51'663 CHF 55'721 CHF 99.37% 99.37%
14.11.2024 7.42% 0.13 CHF 0.14 CHF 375'000 375'000 399'271 399'272 51'821 CHF 55'814 CHF 99.39% 99.39%
13.11.2024 7.64% 0.12 CHF 0.13 CHF 425'000 425'000 409'389 409'388 51'562 CHF 55'655 CHF 99.39% 99.39%
12.11.2024 6.53% 0.14 CHF 0.15 CHF 375'000 375'000 354'087 354'086 52'459 CHF 56'000 CHF 99.07% 99.07%
11.11.2024 6.16% 0.15 CHF 0.16 CHF 350'000 350'000 331'388 331'388 52'115 CHF 55'429 CHF 99.23% 99.23%
08.11.2024 6.31% 0.15 CHF 0.16 CHF 350'000 350'000 340'898 340'898 52'299 CHF 55'708 CHF 99.38% 99.38%
07.11.2024 5.83% 0.16 CHF 0.17 CHF 325'000 325'000 309'393 309'393 51'458 CHF 54'552 CHF 99.28% 99.28%

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