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 4.59% 0.20 CHF 0.21 CHF 750'000 250'000 750'000 250'000 160'008 CHF 55'836 CHF 99.37% 99.37%
19.11.2024 4.31% 0.23 CHF 0.24 CHF 750'000 250'000 730'311 243'437 166'019 CHF 57'774 CHF 96.69% 96.69%
18.11.2024 3.65% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 161'683 CHF 55'894 CHF 97.53% 97.53%
15.11.2024 3.76% 0.26 CHF 0.27 CHF 600'000 200'000 618'123 206'041 161'020 CHF 55'734 CHF 95.80% 95.80%
14.11.2024 4.10% 0.24 CHF 0.25 CHF 750'000 250'000 750'000 250'000 179'317 CHF 62'272 CHF 99.59% 99.59%
13.11.2024 4.19% 0.22 CHF 0.23 CHF 750'000 250'000 750'000 250'000 175'860 CHF 61'120 CHF 98.93% 98.93%
12.11.2024 3.85% 0.23 CHF 0.24 CHF 750'000 250'000 706'350 235'450 179'838 CHF 62'301 CHF 99.33% 99.33%
11.11.2024 3.49% 0.29 CHF 0.30 CHF 600'000 200'000 601'403 200'468 169'466 CHF 58'493 CHF 99.37% 99.37%
08.11.2024 4.06% 0.24 CHF 0.25 CHF 750'000 250'000 750'000 250'000 181'190 CHF 62'897 CHF 98.24% 98.24%
07.11.2024 3.57% 0.25 CHF 0.26 CHF 600'000 200'000 600'000 200'000 165'751 CHF 57'250 CHF 98.64% 98.64%

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