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 5.00% 0.18 CHF 0.19 CHF 230'000 230'000 221'015 221'015 43'122 CHF 45'332 CHF 99.45% 99.45%
19.11.2024 5.39% 0.18 CHF 0.19 CHF 230'000 230'000 227'602 227'602 41'293 CHF 43'569 CHF 99.67% 99.67%
18.11.2024 4.80% 0.21 CHF 0.22 CHF 220'000 220'000 219'092 219'092 44'589 CHF 46'780 CHF 99.89% 99.89%
15.11.2024 4.83% 0.21 CHF 0.22 CHF 220'000 220'000 219'093 219'093 44'338 CHF 46'529 CHF 100.00% 100.00%
14.11.2024 5.23% 0.20 CHF 0.21 CHF 220'000 220'000 223'232 223'232 41'608 CHF 43'841 CHF 98.45% 98.45%
13.11.2024 5.00% 0.18 CHF 0.19 CHF 230'000 230'000 221'171 221'171 43'308 CHF 45'519 CHF 99.26% 99.26%
12.11.2024 4.91% 0.17 CHF 0.20 CHF 230'000 230'000 219'141 219'141 43'607 CHF 45'799 CHF 83.91% 99.88%
11.11.2024 4.17% 0.23 CHF 0.24 CHF 220'000 220'000 219'093 219'093 51'433 CHF 53'624 CHF 100.00% 100.00%
08.11.2024 4.53% 0.21 CHF 0.22 CHF 220'000 220'000 219'083 219'083 47'344 CHF 49'535 CHF 99.03% 99.03%
07.11.2024 4.15% 0.24 CHF 0.25 CHF 220'000 220'000 219'080 219'080 51'951 CHF 54'142 CHF 98.59% 98.59%

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