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 3.17% 0.28 CHF 0.29 CHF 600'000 200'000 497'713 165'904 153'922 CHF 52'967 CHF 99.17% 99.17%
19.11.2024 3.46% 0.29 CHF 0.30 CHF 600'000 200'000 600'000 200'000 170'764 CHF 58'921 CHF 99.17% 99.17%
18.11.2024 3.18% 0.32 CHF 0.33 CHF 600'000 200'000 599'477 199'826 185'711 CHF 63'902 CHF 99.22% 99.22%
15.11.2024 3.33% 0.27 CHF 0.28 CHF 600'000 200'000 599'717 199'906 177'806 CHF 61'268 CHF 99.16% 99.16%
14.11.2024 3.04% 0.33 CHF 0.34 CHF 450'000 150'000 471'803 157'268 152'533 CHF 52'417 CHF 99.15% 99.15%
13.11.2024 3.11% 0.30 CHF 0.31 CHF 600'000 200'000 545'545 181'848 172'090 CHF 59'182 CHF 99.16% 99.16%
12.11.2024 2.70% 0.35 CHF 0.36 CHF 450'000 150'000 450'000 150'000 164'849 CHF 56'450 CHF 99.16% 99.16%
11.11.2024 2.42% 0.41 CHF 0.42 CHF 450'000 150'000 450'000 150'000 184'035 CHF 62'845 CHF 99.17% 99.17%
08.11.2024 2.77% 0.36 CHF 0.37 CHF 450'000 150'000 450'000 150'000 160'540 CHF 55'013 CHF 99.16% 99.16%
07.11.2024 2.70% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 164'366 CHF 56'289 CHF 98.18% 98.18%

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