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 3.40% 0.28 CHF 0.29 CHF 450'000 150'000 450'347 150'116 130'513 CHF 45'006 CHF 99.35% 99.35%
19.11.2024 3.70% 0.27 CHF 0.28 CHF 450'000 150'000 539'221 179'740 142'747 CHF 49'380 CHF 96.70% 96.70%
18.11.2024 3.48% 0.30 CHF 0.31 CHF 450'000 150'000 450'000 150'000 127'274 CHF 43'925 CHF 96.38% 96.38%
15.11.2024 3.84% 0.26 CHF 0.27 CHF 450'000 150'000 487'268 162'423 124'203 CHF 43'025 CHF 96.50% 96.50%
14.11.2024 4.25% 0.24 CHF 0.25 CHF 600'000 200'000 600'000 200'000 138'545 CHF 48'182 CHF 99.30% 99.30%
13.11.2024 4.65% 0.21 CHF 0.22 CHF 600'000 200'000 600'000 200'000 126'431 CHF 44'144 CHF 98.95% 98.95%
12.11.2024 4.14% 0.20 CHF 0.21 CHF 600'000 200'000 570'522 190'174 135'013 CHF 46'906 CHF 99.38% 99.38%
11.11.2024 3.30% 0.29 CHF 0.30 CHF 450'000 150'000 450'000 150'000 134'322 CHF 46'274 CHF 99.27% 99.27%
08.11.2024 3.54% 0.27 CHF 0.28 CHF 450'000 150'000 466'716 155'572 129'692 CHF 44'786 CHF 99.36% 99.36%
07.11.2024 3.27% 0.29 CHF 0.30 CHF 450'000 150'000 450'000 150'000 136'158 CHF 46'886 CHF 98.65% 98.65%

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