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 3.76% 0.27 CHF 0.28 CHF 750'000 250'000 738'073 246'024 192'735 CHF 66'705 CHF 99.55% 99.55%
19.11.2024 3.47% 0.26 CHF 0.27 CHF 750'000 250'000 640'143 213'381 181'066 CHF 62'489 CHF 99.06% 99.06%
18.11.2024 3.88% 0.24 CHF 0.25 CHF 750'000 250'000 750'000 250'000 189'866 CHF 65'789 CHF 99.22% 99.22%
15.11.2024 3.75% 0.25 CHF 0.26 CHF 750'000 250'000 743'498 247'833 195'251 CHF 67'562 CHF 99.41% 99.41%
14.11.2024 3.02% 0.32 CHF 0.33 CHF 600'000 200'000 623'134 207'711 203'691 CHF 69'974 CHF 97.11% 97.11%
13.11.2024 2.52% 0.41 CHF 0.42 CHF 600'000 200'000 600'000 200'000 235'252 CHF 80'417 CHF 99.37% 99.37%
12.11.2024 2.91% 0.40 CHF 0.41 CHF 600'000 200'000 600'000 200'000 204'080 CHF 70'027 CHF 93.10% 93.10%
11.11.2024 3.54% 0.28 CHF 0.29 CHF 750'000 250'000 743'618 247'873 206'807 CHF 71'415 CHF 99.06% 99.06%
08.11.2024 3.47% 0.28 CHF 0.29 CHF 750'000 250'000 736'265 245'422 208'443 CHF 71'935 CHF 98.80% 98.80%
07.11.2024 3.98% 0.23 CHF 0.24 CHF 900'000 300'000 801'431 267'144 197'785 CHF 68'600 CHF 98.60% 98.60%

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