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 5.78% 0.17 CHF 0.18 CHF 900'000 300'000 900'000 300'000 151'367 CHF 53'456 CHF 99.47% 99.47%
19.11.2024 5.78% 0.17 CHF 0.18 CHF 900'000 300'000 900'000 300'000 151'286 CHF 53'429 CHF 96.67% 96.67%
18.11.2024 5.14% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 170'629 CHF 59'876 CHF 97.65% 97.65%
15.11.2024 4.51% 0.19 CHF 0.20 CHF 900'000 300'000 771'268 257'089 167'166 CHF 58'293 CHF 96.48% 96.48%
14.11.2024 4.50% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 163'087 CHF 56'862 CHF 99.29% 99.29%
13.11.2024 4.46% 0.21 CHF 0.22 CHF 750'000 250'000 756'242 252'081 165'965 CHF 57'842 CHF 98.80% 98.80%
12.11.2024 4.10% 0.24 CHF 0.25 CHF 750'000 250'000 750'000 250'000 179'245 CHF 62'248 CHF 99.25% 99.25%
11.11.2024 4.34% 0.24 CHF 0.25 CHF 750'000 250'000 750'000 250'000 169'605 CHF 59'035 CHF 99.36% 99.36%
08.11.2024 4.76% 0.23 CHF 0.24 CHF 750'000 250'000 869'562 289'854 178'178 CHF 62'291 CHF 99.34% 99.34%
07.11.2024 4.86% 0.20 CHF 0.21 CHF 900'000 300'000 900'000 300'000 180'779 CHF 63'260 CHF 98.65% 98.65%

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