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 3.72% 0.25 CHF 0.26 CHF 600'000 200'000 496'560 165'520 130'695 CHF 45'220 CHF 99.38% 99.38%
19.11.2024 4.21% 0.24 CHF 0.25 CHF 600'000 200'000 600'000 200'000 139'554 CHF 48'518 CHF 99.37% 99.37%
18.11.2024 4.14% 0.24 CHF 0.25 CHF 600'000 200'000 600'000 200'000 142'177 CHF 49'392 CHF 99.25% 99.25%
15.11.2024 3.75% 0.25 CHF 0.26 CHF 600'000 200'000 589'661 196'554 154'092 CHF 53'330 CHF 99.38% 99.38%
14.11.2024 3.71% 0.26 CHF 0.27 CHF 600'000 200'000 599'675 199'892 159'270 CHF 55'089 CHF 99.37% 99.37%
13.11.2024 3.99% 0.23 CHF 0.24 CHF 600'000 200'000 600'000 200'000 147'467 CHF 51'156 CHF 99.37% 99.37%
12.11.2024 3.76% 0.24 CHF 0.25 CHF 600'000 200'000 547'783 182'594 142'779 CHF 49'419 CHF 99.38% 99.38%
11.11.2024 3.28% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 135'066 CHF 46'522 CHF 99.37% 99.37%
08.11.2024 3.31% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 133'913 CHF 46'138 CHF 99.37% 99.37%
07.11.2024 3.54% 0.29 CHF 0.30 CHF 450'000 150'000 484'211 161'404 134'104 CHF 46'315 CHF 98.37% 98.37%

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