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 5.39% 0.18 CHF 0.19 CHF 750'000 250'000 750'000 250'000 135'382 CHF 47'627 CHF 99.51% 99.51%
19.11.2024 5.02% 0.18 CHF 0.19 CHF 750'000 250'000 750'000 250'000 145'879 CHF 51'126 CHF 99.30% 99.30%
18.11.2024 4.98% 0.19 CHF 0.20 CHF 750'000 250'000 750'000 250'000 147'019 CHF 51'506 CHF 99.56% 99.56%
15.11.2024 5.46% 0.19 CHF 0.20 CHF 750'000 250'000 750'000 250'000 133'857 CHF 47'119 CHF 99.38% 99.38%
14.11.2024 5.26% 0.17 CHF 0.18 CHF 750'000 250'000 750'000 250'000 139'349 CHF 48'950 CHF 98.01% 98.01%
13.11.2024 5.42% 0.18 CHF 0.19 CHF 750'000 250'000 750'000 250'000 134'658 CHF 47'386 CHF 99.30% 99.30%
12.11.2024 4.71% 0.19 CHF 0.20 CHF 750'000 250'000 750'000 250'000 155'729 CHF 54'410 CHF 99.30% 99.30%
11.11.2024 4.45% 0.21 CHF 0.22 CHF 750'000 250'000 627'348 209'116 137'738 CHF 48'004 CHF 98.28% 98.28%
08.11.2024 4.14% 0.22 CHF 0.23 CHF 600'000 200'000 600'000 200'000 141'825 CHF 49'275 CHF 99.31% 99.31%
07.11.2024 3.77% 0.24 CHF 0.25 CHF 600'000 200'000 600'000 200'000 156'586 CHF 54'195 CHF 98.59% 98.59%

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