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 5.56% 0.17 CHF 0.18 CHF 900'000 300'000 900'000 300'000 157'488 CHF 55'496 CHF 99.36% 99.36%
19.11.2024 5.44% 0.17 CHF 0.18 CHF 900'000 300'000 900'000 300'000 161'276 CHF 56'759 CHF 99.38% 99.38%
18.11.2024 5.55% 0.17 CHF 0.18 CHF 900'000 300'000 900'000 300'000 157'777 CHF 55'593 CHF 99.40% 99.40%
15.11.2024 5.44% 0.17 CHF 0.18 CHF 900'000 300'000 900'000 300'000 161'328 CHF 56'776 CHF 99.40% 99.40%
14.11.2024 4.25% 0.24 CHF 0.25 CHF 750'000 250'000 750'000 250'000 172'750 CHF 60'083 CHF 97.51% 97.51%
13.11.2024 4.17% 0.23 CHF 0.24 CHF 750'000 250'000 750'658 250'219 176'682 CHF 61'396 CHF 99.37% 99.37%
12.11.2024 3.84% 0.25 CHF 0.26 CHF 750'000 250'000 750'000 250'000 191'600 CHF 66'367 CHF 95.05% 95.05%
11.11.2024 3.54% 0.27 CHF 0.28 CHF 750'000 250'000 750'000 250'000 207'995 CHF 71'832 CHF 99.37% 99.37%
08.11.2024 3.49% 0.27 CHF 0.28 CHF 750'000 250'000 750'000 250'000 210'913 CHF 72'804 CHF 93.11% 93.11%
07.11.2024 3.60% 0.27 CHF 0.28 CHF 750'000 250'000 750'000 250'000 204'836 CHF 70'779 CHF 98.59% 98.59%

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