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
22.11.2024 6.87% 0.16 CHF 0.17 CHF 600'000 200'000 722'735 240'912 101'674 CHF 36'300 CHF 99.37% 99.37%
20.11.2024 7.77% 0.12 CHF 0.13 CHF 750'000 250'000 750'000 250'000 92'971 CHF 33'490 CHF 99.57% 99.57%
19.11.2024 7.31% 0.12 CHF 0.13 CHF 750'000 250'000 750'000 250'000 99'398 CHF 35'633 CHF 99.44% 99.44%
18.11.2024 7.62% 0.13 CHF 0.14 CHF 750'000 250'000 750'000 250'000 94'848 CHF 34'116 CHF 99.55% 99.55%
15.11.2024 7.24% 0.13 CHF 0.14 CHF 750'000 250'000 750'000 250'000 100'482 CHF 35'994 CHF 99.41% 99.41%
14.11.2024 4.95% 0.21 CHF 0.22 CHF 600'000 200'000 600'000 200'000 118'429 CHF 41'476 CHF 97.57% 97.57%
13.11.2024 4.68% 0.20 CHF 0.21 CHF 600'000 200'000 600'000 200'000 125'576 CHF 43'859 CHF 99.38% 99.38%
12.11.2024 4.18% 0.23 CHF 0.24 CHF 600'000 200'000 600'000 200'000 140'458 CHF 48'819 CHF 94.95% 94.95%
11.11.2024 3.71% 0.26 CHF 0.27 CHF 600'000 200'000 600'000 200'000 158'806 CHF 54'935 CHF 99.37% 99.37%
08.11.2024 3.64% 0.26 CHF 0.27 CHF 600'000 200'000 600'000 200'000 162'035 CHF 56'012 CHF 93.13% 93.13%

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