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 3.00% 0.26 CHF 0.27 CHF 200'000 200'000 200'000 200'000 65'645 CHF 67'645 CHF 95.88% 95.88%
19.11.2024 3.61% 0.31 CHF 0.32 CHF 200'000 200'000 200'000 200'000 54'586 CHF 56'586 CHF 99.20% 99.20%
18.11.2024 3.63% 0.30 CHF 0.31 CHF 100'000 100'000 100'000 100'000 27'034 CHF 28'034 CHF 95.73% 95.73%
15.11.2024 3.18% 0.28 CHF 0.29 CHF 150'000 150'000 150'000 150'000 46'523 CHF 48'023 CHF 95.83% 95.83%
14.11.2024 2.57% 0.38 CHF 0.39 CHF 150'000 150'000 150'000 150'000 57'698 CHF 59'198 CHF 95.84% 95.84%
13.11.2024 2.64% 0.39 CHF 0.40 CHF 150'000 150'000 150'000 150'000 56'119 CHF 57'619 CHF 99.84% 99.84%
12.11.2024 2.61% 0.37 CHF 0.38 CHF 150'000 150'000 150'000 150'000 56'652 CHF 58'152 CHF 99.66% 99.66%
11.11.2024 2.41% 0.44 CHF 0.45 CHF 150'000 150'000 150'000 150'000 61'471 CHF 62'971 CHF 95.73% 95.73%
08.11.2024 2.89% 0.35 CHF 0.36 CHF 150'000 150'000 150'000 150'000 51'194 CHF 52'694 CHF 99.93% 99.93%
07.11.2024 3.06% 0.35 CHF 0.36 CHF 150'000 150'000 150'000 150'000 48'444 CHF 49'944 CHF 95.74% 95.74%

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