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 6.31% 0.16 CHF 0.17 CHF 325'000 325'000 338'708 338'708 52'023 CHF 55'410 CHF 99.38% 99.38%
19.11.2024 5.83% 0.15 CHF 0.16 CHF 325'000 325'000 308'542 308'542 51'447 CHF 54'532 CHF 99.27% 99.27%
18.11.2024 6.24% 0.17 CHF 0.18 CHF 300'000 300'000 336'498 336'498 52'249 CHF 55'614 CHF 99.26% 99.26%
15.11.2024 7.50% 0.13 CHF 0.14 CHF 400'000 400'000 403'719 403'719 51'857 CHF 55'894 CHF 99.39% 99.39%
14.11.2024 7.14% 0.13 CHF 0.14 CHF 400'000 400'000 386'085 386'084 52'203 CHF 56'064 CHF 99.35% 99.35%
13.11.2024 7.10% 0.15 CHF 0.16 CHF 350'000 350'000 383'699 383'699 52'127 CHF 55'964 CHF 99.37% 99.37%
12.11.2024 7.71% 0.13 CHF 0.14 CHF 425'000 425'000 416'110 416'110 51'920 CHF 56'081 CHF 99.06% 99.06%
11.11.2024 9.50% 0.10 CHF 0.11 CHF 500'000 500'000 496'992 496'992 49'855 CHF 54'825 CHF 99.27% 99.27%
08.11.2024 8.17% 0.11 CHF 0.12 CHF 475'000 475'000 440'811 440'812 51'719 CHF 56'127 CHF 99.39% 99.39%
07.11.2024 6.09% 0.15 CHF 0.16 CHF 350'000 350'000 328'140 328'140 52'270 CHF 55'552 CHF 99.23% 99.23%

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