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 7.37% 0.12 CHF 0.13 CHF 600'000 200'000 497'205 165'735 64'885 CHF 23'286 CHF 99.43% 99.43%
19.11.2024 6.40% 0.12 CHF 0.13 CHF 600'000 200'000 478'093 159'364 72'309 CHF 25'697 CHF 98.91% 98.91%
18.11.2024 6.36% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 68'643 CHF 24'381 CHF 99.28% 99.28%
15.11.2024 7.89% 0.14 CHF 0.15 CHF 600'000 200'000 587'770 195'923 71'560 CHF 25'812 CHF 99.39% 99.39%
14.11.2024 6.79% 0.12 CHF 0.13 CHF 600'000 200'000 472'754 157'585 67'327 CHF 24'018 CHF 98.39% 98.39%
13.11.2024 7.05% 0.13 CHF 0.14 CHF 600'000 200'000 498'686 166'229 67'982 CHF 24'323 CHF 99.38% 99.38%
12.11.2024 5.21% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 84'599 CHF 29'700 CHF 96.15% 96.15%
11.11.2024 4.76% 0.20 CHF 0.21 CHF 450'000 150'000 450'000 150'000 92'572 CHF 32'357 CHF 98.27% 98.27%
08.11.2024 4.13% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 106'891 CHF 37'130 CHF 93.12% 93.12%
07.11.2024 3.64% 0.25 CHF 0.26 CHF 450'000 150'000 450'000 150'000 121'761 CHF 42'087 CHF 98.61% 98.61%

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