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 5.82% 0.19 CHF 0.20 CHF 270'000 250'000 266'179 129'427 51'077 CHF 26'502 CHF 99.35% 99.35%
19.11.2024 5.97% 0.17 CHF 0.18 CHF 300'000 250'000 275'302 129'667 50'964 CHF 25'001 CHF 98.53% 98.53%
18.11.2024 5.41% 0.22 CHF 0.23 CHF 250'000 250'000 226'390 129'170 51'727 CHF 30'915 CHF 98.69% 98.69%
15.11.2024 4.89% 0.21 CHF 0.22 CHF 250'000 250'000 238'443 130'403 51'206 CHF 29'415 CHF 95.98% 95.98%
14.11.2024 5.33% 0.24 CHF 0.25 CHF 250'000 250'000 210'789 129'504 52'297 CHF 33'538 CHF 99.01% 99.01%
13.11.2024 4.60% 0.25 CHF 0.26 CHF 250'000 250'000 227'076 134'832 52'750 CHF 32'978 CHF 88.81% 88.81%
12.11.2024 5.17% 0.23 CHF 0.24 CHF 250'000 250'000 225'563 130'464 52'351 CHF 31'899 CHF 95.91% 95.91%
11.11.2024 6.16% 0.23 CHF 0.24 CHF 250'000 250'000 268'017 129'329 51'760 CHF 27'482 CHF 99.22% 99.22%
08.11.2024 8.23% 0.16 CHF 0.17 CHF 320'000 250'000 355'958 129'672 50'582 CHF 20'417 CHF 98.54% 98.54%
07.11.2024 8.04% 0.15 CHF 0.16 CHF 340'000 250'000 343'446 130'556 50'872 CHF 21'045 CHF 97.20% 97.20%

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