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 4.71% 0.20 CHF 0.21 CHF 750'000 250'000 750'000 250'000 155'665 CHF 54'388 CHF 99.24% 99.24%
19.11.2024 4.96% 0.19 CHF 0.20 CHF 750'000 250'000 750'000 250'000 147'684 CHF 51'728 CHF 98.88% 98.88%
18.11.2024 5.08% 0.21 CHF 0.22 CHF 750'000 250'000 750'000 250'000 144'016 CHF 50'505 CHF 98.88% 98.88%
15.11.2024 4.37% 0.20 CHF 0.21 CHF 750'000 250'000 750'000 250'000 168'051 CHF 58'517 CHF 99.25% 99.25%
14.11.2024 3.46% 0.27 CHF 0.28 CHF 600'000 200'000 600'505 200'168 170'890 CHF 58'965 CHF 97.91% 97.91%
13.11.2024 2.98% 0.28 CHF 0.29 CHF 600'000 200'000 600'000 200'000 198'624 CHF 68'208 CHF 99.28% 99.28%
12.11.2024 2.54% 0.32 CHF 0.33 CHF 600'000 200'000 600'000 200'000 235'925 CHF 80'642 CHF 99.19% 99.19%
11.11.2024 1.98% 0.44 CHF 0.45 CHF 600'000 200'000 480'777 160'259 239'645 CHF 81'484 CHF 98.71% 98.71%
08.11.2024 1.78% 0.57 CHF 0.58 CHF 450'000 150'000 450'000 150'000 251'150 CHF 85'217 CHF 98.56% 98.56%
07.11.2024 1.71% 0.57 CHF 0.58 CHF 600'000 200'000 600'000 200'000 347'011 CHF 117'670 CHF 98.50% 98.50%

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