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 3.47% 0.29 CHF 0.30 CHF 750'000 250'000 750'000 250'000 212'789 CHF 73'430 CHF 99.36% 99.36%
19.11.2024 3.57% 0.27 CHF 0.28 CHF 900'000 300'000 803'504 267'835 220'929 CHF 76'321 CHF 96.69% 96.69%
18.11.2024 2.98% 0.27 CHF 0.28 CHF 900'000 300'000 761'151 253'717 253'275 CHF 86'962 CHF 97.58% 97.58%
15.11.2024 2.89% 0.37 CHF 0.38 CHF 750'000 250'000 747'470 249'157 255'804 CHF 87'760 CHF 96.52% 96.52%
14.11.2024 3.01% 0.35 CHF 0.36 CHF 750'000 250'000 750'000 250'000 245'796 CHF 84'432 CHF 99.35% 99.35%
13.11.2024 3.01% 0.32 CHF 0.33 CHF 750'000 250'000 750'000 250'000 245'682 CHF 84'394 CHF 99.36% 99.36%
12.11.2024 2.95% 0.35 CHF 0.36 CHF 750'000 250'000 750'000 250'000 250'321 CHF 85'941 CHF 99.35% 99.35%
11.11.2024 2.79% 0.35 CHF 0.36 CHF 750'000 250'000 750'000 250'000 264'818 CHF 90'773 CHF 99.33% 99.33%
08.11.2024 2.64% 0.35 CHF 0.36 CHF 750'000 250'000 674'258 224'753 252'032 CHF 86'258 CHF 99.32% 99.32%
07.11.2024 2.17% 0.39 CHF 0.40 CHF 600'000 200'000 600'000 200'000 274'648 CHF 93'549 CHF 98.44% 98.44%

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