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 3.09% 0.35 CHF 0.36 CHF 600'000 200'000 600'000 200'000 191'631 CHF 65'877 CHF 99.38% 99.38%
19.11.2024 3.38% 0.30 CHF 0.31 CHF 600'000 200'000 600'000 200'000 174'920 CHF 60'307 CHF 99.31% 99.31%
18.11.2024 4.36% 0.25 CHF 0.26 CHF 600'000 200'000 600'000 200'000 134'930 CHF 46'977 CHF 99.36% 99.36%
15.11.2024 4.56% 0.20 CHF 0.21 CHF 600'000 200'000 600'000 200'000 128'685 CHF 44'895 CHF 99.33% 99.33%
14.11.2024 5.22% 0.23 CHF 0.24 CHF 600'000 200'000 718'251 239'417 134'109 CHF 47'097 CHF 98.59% 98.59%
13.11.2024 3.91% 0.22 CHF 0.23 CHF 600'000 200'000 600'000 200'000 150'899 CHF 52'300 CHF 99.34% 99.34%
12.11.2024 3.88% 0.26 CHF 0.27 CHF 600'000 200'000 600'000 200'000 151'732 CHF 52'578 CHF 99.33% 99.33%
11.11.2024 2.66% 0.30 CHF 0.31 CHF 600'000 200'000 600'000 200'000 225'217 CHF 77'072 CHF 99.37% 99.37%
08.11.2024 2.34% 0.43 CHF 0.44 CHF 600'000 200'000 600'000 200'000 253'675 CHF 86'558 CHF 98.95% 98.95%
07.11.2024 2.24% 0.46 CHF 0.47 CHF 450'000 150'000 500'485 166'828 220'639 CHF 75'215 CHF 98.61% 98.61%

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