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
22.11.2024 3.43% 0.35 CHF 0.36 CHF 450'000 150'000 567'175 189'058 162'250 CHF 55'974 CHF 99.26% 99.26%
20.11.2024 4.33% 0.23 CHF 0.24 CHF 600'000 200'000 600'000 200'000 135'522 CHF 47'174 CHF 98.68% 98.68%
19.11.2024 4.44% 0.22 CHF 0.23 CHF 600'000 200'000 600'000 200'000 132'079 CHF 46'026 CHF 99.06% 99.06%
18.11.2024 4.64% 0.21 CHF 0.22 CHF 600'000 200'000 600'000 200'000 126'383 CHF 44'128 CHF 99.36% 99.36%
15.11.2024 5.31% 0.21 CHF 0.22 CHF 600'000 200'000 732'308 244'103 134'112 CHF 47'145 CHF 99.37% 99.37%
14.11.2024 5.61% 0.18 CHF 0.19 CHF 750'000 250'000 750'000 250'000 129'963 CHF 45'821 CHF 97.56% 97.56%
13.11.2024 6.03% 0.16 CHF 0.17 CHF 750'000 250'000 750'000 250'000 120'672 CHF 42'724 CHF 98.99% 98.99%
12.11.2024 5.92% 0.17 CHF 0.18 CHF 750'000 250'000 750'000 250'000 123'079 CHF 43'526 CHF 98.58% 98.58%
11.11.2024 5.51% 0.17 CHF 0.18 CHF 750'000 250'000 749'380 249'793 132'245 CHF 46'580 CHF 98.54% 98.54%
08.11.2024 7.19% 0.16 CHF 0.17 CHF 750'000 250'000 847'056 282'352 113'536 CHF 40'669 CHF 99.36% 99.36%

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