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 7.37% 0.13 CHF 0.14 CHF 400'000 400'000 398'390 398'390 52'069 CHF 56'053 CHF 99.37% 99.37%
19.11.2024 7.03% 0.12 CHF 0.13 CHF 425'000 425'000 379'424 379'424 52'113 CHF 55'907 CHF 96.20% 96.20%
18.11.2024 6.03% 0.14 CHF 0.15 CHF 325'000 325'000 322'675 322'675 51'885 CHF 55'112 CHF 99.26% 99.26%
15.11.2024 5.22% 0.19 CHF 0.20 CHF 300'000 300'000 281'424 281'424 52'482 CHF 55'296 CHF 99.38% 99.38%
14.11.2024 3.60% 0.22 CHF 0.23 CHF 250'000 250'000 198'134 198'134 54'289 CHF 56'270 CHF 99.35% 99.35%
13.11.2024 2.98% 0.34 CHF 0.35 CHF 175'000 175'000 167'447 167'448 55'243 CHF 56'917 CHF 99.38% 99.38%
12.11.2024 2.62% 0.34 CHF 0.35 CHF 150'000 150'000 145'535 145'535 54'788 CHF 56'244 CHF 99.09% 99.09%
11.11.2024 2.31% 0.46 CHF 0.47 CHF 125'000 125'000 125'436 125'436 53'835 CHF 55'090 CHF 99.23% 99.23%
08.11.2024 2.82% 0.42 CHF 0.43 CHF 150'000 150'000 159'853 159'853 55'800 CHF 57'399 CHF 99.38% 99.38%
07.11.2024 4.86% 0.21 CHF 0.22 CHF 250'000 250'000 259'059 259'059 52'028 CHF 54'619 CHF 99.26% 99.26%

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