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 3.07% 0.34 CHF 0.35 CHF 600'000 200'000 600'000 200'000 192'356 CHF 66'119 CHF 97.78% 97.78%
19.11.2024 3.03% 0.34 CHF 0.35 CHF 600'000 200'000 600'000 200'000 195'102 CHF 67'034 CHF 97.26% 97.26%
18.11.2024 2.98% 0.35 CHF 0.36 CHF 600'000 200'000 600'000 200'000 198'469 CHF 68'156 CHF 99.11% 99.11%
15.11.2024 2.32% 0.38 CHF 0.39 CHF 600'000 200'000 468'258 156'086 199'386 CHF 68'023 CHF 97.71% 97.71%
14.11.2024 2.10% 0.45 CHF 0.46 CHF 450'000 150'000 450'000 150'000 212'139 CHF 72'213 CHF 96.71% 96.71%
13.11.2024 1.91% 0.48 CHF 0.49 CHF 450'000 150'000 450'000 150'000 232'931 CHF 79'144 CHF 96.46% 96.46%
12.11.2024 1.57% 0.61 CHF 0.62 CHF 450'000 150'000 450'000 150'000 285'195 CHF 96'565 CHF 94.40% 94.40%
11.11.2024 1.61% 0.68 CHF 0.69 CHF 450'000 150'000 450'000 150'000 278'214 CHF 94'238 CHF 97.55% 97.55%
08.11.2024 1.58% 0.58 CHF 0.59 CHF 450'000 150'000 450'000 150'000 283'207 CHF 95'902 CHF 95.43% 95.43%
07.11.2024 1.88% 0.62 CHF 0.63 CHF 450'000 150'000 552'821 184'274 291'408 CHF 98'979 CHF 96.75% 96.75%

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