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 4.93% 0.21 CHF 0.22 CHF 450'000 60'000 450'000 60'000 89'278 CHF 12'504 CHF 99.17% 99.17%
19.11.2024 4.62% 0.20 CHF 0.21 CHF 450'000 60'000 446'606 60'000 94'357 CHF 13'294 CHF 99.16% 99.16%
18.11.2024 4.27% 0.25 CHF 0.26 CHF 300'000 60'000 422'864 60'000 96'788 CHF 14'371 CHF 99.23% 99.23%
15.11.2024 4.03% 0.25 CHF 0.26 CHF 300'000 60'000 326'933 60'000 79'503 CHF 15'213 CHF 99.17% 99.17%
14.11.2024 4.30% 0.24 CHF 0.25 CHF 300'000 60'000 448'951 60'000 102'212 CHF 14'262 CHF 99.16% 99.16%
13.11.2024 4.26% 0.23 CHF 0.24 CHF 450'000 60'000 436'862 60'000 100'216 CHF 14'382 CHF 99.16% 99.16%
12.11.2024 4.09% 0.22 CHF 0.23 CHF 450'000 60'000 346'973 60'000 82'626 CHF 14'980 CHF 99.16% 99.16%
11.11.2024 3.37% 0.30 CHF 0.31 CHF 300'000 60'000 300'000 60'000 87'615 CHF 18'123 CHF 99.17% 99.17%
08.11.2024 3.48% 0.28 CHF 0.29 CHF 300'000 60'000 300'000 60'000 84'793 CHF 17'559 CHF 99.17% 99.17%
07.11.2024 2.92% 0.34 CHF 0.35 CHF 300'000 60'000 300'000 60'000 101'203 CHF 20'841 CHF 98.26% 98.26%

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