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 3.71% 0.25 CHF 0.26 CHF 600'000 200'000 600'000 200'000 159'078 CHF 55'026 CHF 99.66% 99.66%
19.11.2024 3.60% 0.26 CHF 0.27 CHF 600'000 200'000 600'000 200'000 163'924 CHF 56'641 CHF 99.57% 99.57%
18.11.2024 3.69% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 159'871 CHF 55'290 CHF 99.25% 99.25%
15.11.2024 3.59% 0.26 CHF 0.27 CHF 600'000 200'000 600'000 200'000 164'392 CHF 56'797 CHF 99.40% 99.40%
14.11.2024 2.73% 0.38 CHF 0.39 CHF 450'000 150'000 453'143 151'048 163'529 CHF 56'020 CHF 97.77% 97.77%
13.11.2024 2.64% 0.36 CHF 0.37 CHF 450'000 150'000 462'350 154'117 172'489 CHF 59'038 CHF 99.37% 99.37%
12.11.2024 2.45% 0.40 CHF 0.41 CHF 450'000 150'000 450'000 150'000 181'279 CHF 61'926 CHF 94.39% 94.39%
11.11.2024 2.27% 0.43 CHF 0.44 CHF 450'000 150'000 450'000 150'000 196'265 CHF 66'922 CHF 99.37% 99.37%
08.11.2024 2.24% 0.43 CHF 0.44 CHF 450'000 150'000 450'000 150'000 198'324 CHF 67'608 CHF 93.11% 93.11%
07.11.2024 2.31% 0.42 CHF 0.43 CHF 450'000 150'000 450'000 150'000 192'854 CHF 65'785 CHF 98.60% 98.60%

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