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 4.19% 0.29 CHF 0.30 CHF 600'000 200'000 722'987 240'996 169'109 CHF 58'780 CHF 98.76% 98.76%
19.11.2024 4.25% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 172'759 CHF 60'086 CHF 98.78% 98.78%
18.11.2024 3.93% 0.24 CHF 0.25 CHF 750'000 250'000 749'675 249'892 187'301 CHF 64'933 CHF 99.01% 99.01%
15.11.2024 3.64% 0.25 CHF 0.26 CHF 750'000 250'000 724'835 241'612 195'179 CHF 67'476 CHF 98.57% 98.57%
14.11.2024 3.60% 0.31 CHF 0.32 CHF 600'000 200'000 703'367 234'456 191'391 CHF 66'142 CHF 98.06% 98.06%
13.11.2024 3.69% 0.27 CHF 0.28 CHF 750'000 250'000 748'169 249'390 199'304 CHF 68'929 CHF 99.10% 99.10%
12.11.2024 3.37% 0.28 CHF 0.29 CHF 750'000 250'000 628'941 209'647 183'004 CHF 63'098 CHF 98.28% 98.28%
11.11.2024 3.33% 0.33 CHF 0.34 CHF 600'000 200'000 600'000 200'000 177'956 CHF 61'319 CHF 98.86% 98.86%
08.11.2024 2.82% 0.31 CHF 0.32 CHF 600'000 200'000 727'265 242'422 257'668 CHF 88'314 CHF 98.88% 98.88%
07.11.2024 2.30% 0.46 CHF 0.47 CHF 750'000 250'000 750'000 250'000 323'551 CHF 110'350 CHF 98.08% 98.08%

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