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 3.68% 0.28 CHF 0.29 CHF 450'000 150'000 450'357 150'119 120'325 CHF 41'610 CHF 99.37% 99.37%
19.11.2024 3.21% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 138'448 CHF 47'650 CHF 96.68% 96.68%
18.11.2024 5.22% 0.34 CHF 0.35 CHF 450'000 150'000 613'750 204'583 117'603 CHF 41'247 CHF 97.60% 97.60%
15.11.2024 5.52% 0.16 CHF 0.17 CHF 750'000 250'000 625'761 208'587 110'883 CHF 39'047 CHF 96.69% 96.69%
14.11.2024 5.09% 0.17 CHF 0.18 CHF 600'000 200'000 605'725 201'908 116'195 CHF 40'751 CHF 99.39% 99.39%
13.11.2024 4.83% 0.20 CHF 0.21 CHF 600'000 200'000 600'000 200'000 121'336 CHF 42'445 CHF 99.39% 99.39%
12.11.2024 4.86% 0.18 CHF 0.19 CHF 600'000 200'000 600'979 200'326 120'975 CHF 42'328 CHF 99.37% 99.37%
11.11.2024 5.57% 0.18 CHF 0.19 CHF 600'000 200'000 610'840 203'613 106'571 CHF 37'560 CHF 99.32% 99.32%
08.11.2024 5.87% 0.18 CHF 0.19 CHF 600'000 200'000 725'179 241'726 119'761 CHF 42'338 CHF 99.33% 99.33%
07.11.2024 8.11% 0.16 CHF 0.17 CHF 750'000 250'000 914'359 332'562 108'463 CHF 42'441 CHF 98.50% 98.50%

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