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 4.76% 0.18 CHF 0.19 CHF 300'000 300'000 256'265 256'265 52'510 CHF 55'073 CHF 99.22% 99.22%
19.11.2024 4.79% 0.20 CHF 0.21 CHF 250'000 250'000 255'426 255'426 52'110 CHF 54'664 CHF 95.69% 95.69%
18.11.2024 5.05% 0.20 CHF 0.21 CHF 250'000 250'000 267'675 267'675 51'672 CHF 54'349 CHF 99.12% 99.12%
15.11.2024 5.37% 0.21 CHF 0.22 CHF 250'000 250'000 291'065 291'065 52'773 CHF 55'684 CHF 99.47% 99.47%
14.11.2024 4.85% 0.21 CHF 0.22 CHF 250'000 250'000 251'338 251'338 50'545 CHF 53'058 CHF 99.02% 99.02%
13.11.2024 4.95% 0.20 CHF 0.21 CHF 300'000 300'000 235'704 235'699 46'346 CHF 48'702 CHF 99.41% 99.41%
12.11.2024 4.87% 0.20 CHF 0.21 CHF 125'000 125'000 126'502 126'502 25'327 CHF 26'592 CHF 98.78% 98.78%
11.11.2024 5.06% 0.21 CHF 0.22 CHF 125'000 125'000 137'913 137'913 26'585 CHF 27'964 CHF 99.22% 99.22%
08.11.2024 5.91% 0.19 CHF 0.20 CHF 138'000 138'000 158'998 158'998 26'124 CHF 27'714 CHF 99.45% 99.45%
07.11.2024 5.46% 0.15 CHF 0.16 CHF 163'000 163'000 148'911 148'911 26'558 CHF 28'047 CHF 99.31% 99.31%

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