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 5.05% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 400'000 193'372 CHF 81'349 CHF 99.37% 99.37%
19.11.2024 4.81% 0.20 CHF 0.21 CHF 1'000'000 400'000 986'838 386'838 200'528 CHF 82'272 CHF 96.70% 96.70%
18.11.2024 4.24% 0.23 CHF 0.24 CHF 900'000 300'000 900'000 300'000 207'803 CHF 72'268 CHF 97.50% 97.50%
15.11.2024 4.40% 0.23 CHF 0.24 CHF 900'000 300'000 908'048 307'917 202'093 CHF 71'534 CHF 96.13% 96.13%
14.11.2024 4.70% 0.21 CHF 0.22 CHF 1'000'000 400'000 997'280 397'241 207'137 CHF 86'460 CHF 99.27% 99.27%
13.11.2024 4.85% 0.20 CHF 0.21 CHF 1'000'000 400'000 999'117 399'117 201'442 CHF 84'457 CHF 98.75% 98.75%
12.11.2024 4.60% 0.20 CHF 0.21 CHF 1'000'000 400'000 937'094 337'094 198'972 CHF 74'796 CHF 99.33% 99.33%
11.11.2024 4.30% 0.23 CHF 0.24 CHF 900'000 300'000 900'000 300'000 204'902 CHF 71'301 CHF 99.37% 99.37%
08.11.2024 4.83% 0.20 CHF 0.21 CHF 1'000'000 400'000 999'760 399'738 202'160 CHF 84'827 CHF 98.24% 98.24%
07.11.2024 4.39% 0.20 CHF 0.21 CHF 900'000 300'000 900'000 300'000 201'101 CHF 70'034 CHF 98.70% 98.70%

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