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 4.04% 0.23 CHF 0.24 CHF 450'000 150'000 409'540 136'513 99'118 CHF 34'404 CHF 99.37% 99.37%
19.11.2024 4.08% 0.23 CHF 0.24 CHF 450'000 150'000 428'075 142'692 102'522 CHF 35'601 CHF 99.37% 99.37%
18.11.2024 3.78% 0.26 CHF 0.27 CHF 300'000 100'000 344'125 114'708 88'987 CHF 30'809 CHF 99.22% 99.22%
15.11.2024 3.35% 0.30 CHF 0.31 CHF 300'000 100'000 300'000 100'000 88'385 CHF 30'462 CHF 98.94% 98.94%
14.11.2024 3.57% 0.29 CHF 0.30 CHF 300'000 100'000 357'928 119'309 98'060 CHF 33'880 CHF 99.36% 99.36%
13.11.2024 3.46% 0.27 CHF 0.28 CHF 450'000 150'000 366'235 122'078 103'478 CHF 35'713 CHF 99.37% 99.37%
12.11.2024 3.37% 0.29 CHF 0.30 CHF 300'000 100'000 347'204 115'735 100'712 CHF 34'728 CHF 99.37% 99.37%
11.11.2024 3.16% 0.31 CHF 0.32 CHF 300'000 100'000 300'000 100'000 93'690 CHF 32'230 CHF 99.37% 99.37%
08.11.2024 3.23% 0.32 CHF 0.33 CHF 300'000 100'000 349'237 116'412 105'752 CHF 36'415 CHF 99.37% 99.37%
07.11.2024 3.16% 0.32 CHF 0.33 CHF 300'000 100'000 348'475 116'158 107'798 CHF 37'094 CHF 99.28% 99.28%

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