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 6.72% 0.16 CHF 0.17 CHF 130'000 130'000 63'140 63'140 9'392 CHF 10'026 CHF 99.32% 99.32%
19.11.2024 7.84% 0.13 CHF 0.14 CHF 140'000 140'000 65'185 65'185 8'283 CHF 8'939 CHF 100.00% 100.00%
18.11.2024 8.28% 0.13 CHF 0.14 CHF 140'000 140'000 65'248 65'248 7'948 CHF 8'603 CHF 99.77% 99.77%
15.11.2024 7.51% 0.13 CHF 0.14 CHF 140'000 140'000 64'886 64'886 8'528 CHF 9'180 CHF 99.90% 99.90%
14.11.2024 6.72% 0.13 CHF 0.14 CHF 140'000 140'000 65'312 65'312 9'338 CHF 9'994 CHF 98.58% 98.58%
13.11.2024 6.73% 0.15 CHF 0.16 CHF 130'000 130'000 63'147 63'147 9'390 CHF 10'024 CHF 100.00% 100.00%
12.11.2024 6.38% 0.14 CHF 0.15 CHF 130'000 130'000 63'175 63'175 9'769 CHF 10'404 CHF 99.87% 99.87%
11.11.2024 6.07% 0.17 CHF 0.18 CHF 130'000 130'000 63'199 63'199 10'453 CHF 11'088 CHF 99.90% 99.90%
08.11.2024 6.11% 0.17 CHF 0.18 CHF 130'000 130'000 63'366 63'366 10'415 CHF 11'052 CHF 99.06% 99.06%
07.11.2024 5.97% 0.15 CHF 0.16 CHF 130'000 130'000 63'299 63'299 10'439 CHF 11'074 CHF 99.72% 99.72%

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