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 2.78% 0.33 CHF 0.34 CHF 150'000 150'000 151'205 151'205 53'646 CHF 55'158 CHF 99.37% 99.37%
19.11.2024 3.23% 0.33 CHF 0.34 CHF 175'000 175'000 176'804 176'804 53'916 CHF 55'684 CHF 99.25% 99.25%
18.11.2024 2.43% 0.36 CHF 0.37 CHF 150'000 150'000 134'530 134'530 54'760 CHF 56'106 CHF 99.27% 99.27%
15.11.2024 2.36% 0.44 CHF 0.45 CHF 125'000 125'000 127'508 127'508 53'498 CHF 54'773 CHF 99.38% 99.38%
14.11.2024 2.50% 0.40 CHF 0.41 CHF 150'000 150'000 138'858 138'858 54'728 CHF 56'117 CHF 99.35% 99.35%
13.11.2024 2.91% 0.39 CHF 0.40 CHF 150'000 150'000 160'858 160'858 54'771 CHF 56'380 CHF 99.38% 99.38%
12.11.2024 5.95% 0.12 CHF 0.13 CHF 425'000 425'000 317'138 317'139 51'766 CHF 54'938 CHF 99.06% 99.06%
11.11.2024 6.12% 0.18 CHF 0.19 CHF 300'000 300'000 329'517 329'517 52'165 CHF 55'460 CHF 99.23% 99.23%
08.11.2024 8.78% 0.12 CHF 0.13 CHF 425'000 425'000 471'330 462'671 51'354 CHF 55'179 CHF 99.37% 99.37%
07.11.2024 10.08% 0.10 CHF 0.11 CHF 475'000 475'000 534'953 416'804 50'382 CHF 44'554 CHF 99.26% 99.26%

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