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 3.70% 0.21 CHF 0.22 CHF 150'000 50'000 150'000 50'000 40'049 CHF 13'850 CHF 99.44% 99.44%
19.11.2024 4.46% 0.25 CHF 0.26 CHF 150'000 50'000 240'076 80'012 53'039 CHF 18'477 CHF 99.44% 99.44%
18.11.2024 4.23% 0.23 CHF 0.24 CHF 300'000 100'000 300'000 100'000 69'574 CHF 24'191 CHF 97.37% 97.37%
15.11.2024 2.81% 0.27 CHF 0.28 CHF 300'000 100'000 300'000 100'000 110'651 CHF 37'884 CHF 99.45% 99.45%
14.11.2024 1.79% 0.53 CHF 0.54 CHF 300'000 100'000 300'000 100'000 166'671 CHF 56'557 CHF 99.44% 99.44%
13.11.2024 2.08% 0.48 CHF 0.49 CHF 300'000 100'000 300'000 100'000 142'541 CHF 48'514 CHF 96.92% 96.92%
12.11.2024 2.08% 0.46 CHF 0.47 CHF 300'000 100'000 300'000 100'000 142'789 CHF 48'596 CHF 96.86% 96.86%
11.11.2024 1.78% 0.51 CHF 0.52 CHF 300'000 100'000 300'000 100'000 167'236 CHF 56'745 CHF 99.44% 99.44%
08.11.2024 1.60% 0.57 CHF 0.58 CHF 300'000 100'000 300'000 100'000 186'473 CHF 63'158 CHF 99.28% 99.28%
07.11.2024 1.55% 0.64 CHF 0.65 CHF 300'000 100'000 300'000 100'000 192'119 CHF 65'040 CHF 98.70% 98.70%

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