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 4.90% 0.18 CHF 0.19 CHF 750'000 250'000 669'805 223'268 132'915 CHF 46'538 CHF 99.17% 99.17%
19.11.2024 5.27% 0.19 CHF 0.20 CHF 750'000 250'000 733'965 244'655 135'566 CHF 47'635 CHF 99.16% 99.16%
18.11.2024 4.76% 0.21 CHF 0.22 CHF 600'000 200'000 600'000 200'000 123'324 CHF 43'108 CHF 99.22% 99.22%
15.11.2024 4.01% 0.24 CHF 0.25 CHF 600'000 200'000 600'000 200'000 146'846 CHF 50'949 CHF 99.17% 99.17%
14.11.2024 3.46% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 170'713 CHF 58'905 CHF 99.15% 99.15%
13.11.2024 3.40% 0.29 CHF 0.30 CHF 600'000 200'000 600'000 200'000 173'542 CHF 59'847 CHF 99.16% 99.16%
12.11.2024 3.48% 0.29 CHF 0.30 CHF 600'000 200'000 600'000 200'000 169'226 CHF 58'409 CHF 99.16% 99.16%
11.11.2024 3.20% 0.31 CHF 0.32 CHF 600'000 200'000 600'000 200'000 184'666 CHF 63'555 CHF 99.16% 99.16%
08.11.2024 3.42% 0.29 CHF 0.30 CHF 600'000 200'000 600'000 200'000 172'479 CHF 59'493 CHF 99.16% 99.16%
07.11.2024 3.42% 0.29 CHF 0.30 CHF 600'000 200'000 600'000 200'000 172'535 CHF 59'512 CHF 98.26% 98.26%

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