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 6.56% 0.15 CHF 0.16 CHF 350'000 350'000 355'710 355'710 52'489 CHF 56'046 CHF 99.39% 99.39%
19.11.2024 5.48% 0.16 CHF 0.17 CHF 300'000 300'000 298'047 298'047 52'940 CHF 55'921 CHF 99.30% 99.30%
18.11.2024 6.69% 0.14 CHF 0.15 CHF 400'000 400'000 363'365 363'365 52'522 CHF 56'156 CHF 99.31% 99.31%
15.11.2024 6.88% 0.15 CHF 0.16 CHF 350'000 350'000 373'857 373'857 52'506 CHF 56'245 CHF 99.38% 99.38%
14.11.2024 6.53% 0.14 CHF 0.15 CHF 350'000 350'000 353'456 353'456 52'386 CHF 55'920 CHF 99.35% 99.35%
13.11.2024 6.66% 0.15 CHF 0.16 CHF 300'000 300'000 358'469 358'469 52'017 CHF 55'602 CHF 99.39% 99.39%
12.11.2024 8.22% 0.13 CHF 0.14 CHF 400'000 400'000 442'521 442'520 51'652 CHF 56'077 CHF 99.05% 99.05%
11.11.2024 8.34% 0.12 CHF 0.13 CHF 475'000 475'000 451'132 451'133 51'853 CHF 56'364 CHF 99.28% 99.28%
08.11.2024 9.20% 0.10 CHF 0.11 CHF 500'000 500'000 491'461 475'619 51'011 CHF 54'300 CHF 99.39% 99.39%
07.11.2024 13.42% 0.08 CHF 0.09 CHF 675'000 350'000 725'977 376'211 50'528 CHF 29'991 CHF 99.25% 99.25%

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