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 6.95% 0.14 CHF 0.15 CHF 375'000 375'000 377'448 377'448 52'464 CHF 56'239 CHF 99.37% 99.37%
19.11.2024 7.11% 0.13 CHF 0.14 CHF 400'000 400'000 384'805 384'805 52'218 CHF 56'066 CHF 98.56% 98.56%
18.11.2024 8.42% 0.12 CHF 0.13 CHF 425'000 425'000 454'822 454'822 51'720 CHF 56'268 CHF 99.28% 99.28%
15.11.2024 7.78% 0.12 CHF 0.13 CHF 425'000 425'000 414'329 414'329 51'223 CHF 55'366 CHF 99.37% 99.37%
14.11.2024 5.89% 0.15 CHF 0.16 CHF 325'000 325'000 312'096 312'096 51'444 CHF 54'565 CHF 99.35% 99.35%
13.11.2024 6.22% 0.17 CHF 0.18 CHF 300'000 300'000 334'851 334'851 52'132 CHF 55'481 CHF 99.37% 99.37%
12.11.2024 6.55% 0.16 CHF 0.17 CHF 325'000 325'000 355'816 355'815 52'525 CHF 56'083 CHF 99.08% 99.08%
11.11.2024 7.42% 0.13 CHF 0.14 CHF 400'000 400'000 399'908 399'908 51'938 CHF 55'937 CHF 99.26% 99.26%
08.11.2024 6.83% 0.14 CHF 0.15 CHF 375'000 375'000 373'060 373'060 52'764 CHF 56'495 CHF 99.39% 99.39%
07.11.2024 9.00% 0.10 CHF 0.11 CHF 475'000 475'000 482'508 463'838 51'267 CHF 54'135 CHF 99.24% 99.24%

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