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 7.19% 0.13 CHF 0.14 CHF 900'000 300'000 833'922 277'974 111'536 CHF 39'959 CHF 99.04% 99.04%
19.11.2024 6.44% 0.15 CHF 0.16 CHF 750'000 250'000 753'096 251'032 113'585 CHF 40'372 CHF 99.24% 99.24%
18.11.2024 4.72% 0.19 CHF 0.20 CHF 750'000 250'000 742'261 247'420 153'938 CHF 53'787 CHF 98.43% 98.43%
15.11.2024 4.18% 0.24 CHF 0.25 CHF 750'000 250'000 694'460 231'487 162'547 CHF 56'497 CHF 99.39% 99.39%
14.11.2024 3.79% 0.31 CHF 0.32 CHF 600'000 200'000 600'000 200'000 156'121 CHF 54'040 CHF 98.05% 98.05%
13.11.2024 4.27% 0.26 CHF 0.27 CHF 600'000 200'000 692'977 230'992 158'617 CHF 55'182 CHF 99.35% 99.35%
12.11.2024 4.23% 0.24 CHF 0.25 CHF 600'000 200'000 693'948 231'316 160'246 CHF 55'729 CHF 99.29% 99.29%
11.11.2024 5.61% 0.20 CHF 0.21 CHF 750'000 250'000 750'000 250'000 130'484 CHF 45'995 CHF 98.68% 98.68%
08.11.2024 6.56% 0.15 CHF 0.16 CHF 750'000 250'000 817'786 272'595 120'523 CHF 42'900 CHF 99.28% 99.28%
07.11.2024 5.97% 0.17 CHF 0.18 CHF 900'000 300'000 900'143 300'143 146'811 CHF 51'951 CHF 97.79% 97.79%

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