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 2.85% 0.36 CHF 0.37 CHF 600'000 200'000 600'000 200'000 208'119 CHF 71'373 CHF 99.37% 99.37%
19.11.2024 4.77% 0.23 CHF 0.24 CHF 600'000 200'000 717'271 200'000 146'781 CHF 43'136 CHF 99.38% 99.38%
18.11.2024 4.22% 0.24 CHF 0.25 CHF 600'000 200'000 614'422 200'000 142'561 CHF 48'463 CHF 99.37% 99.37%
15.11.2024 3.80% 0.25 CHF 0.26 CHF 600'000 200'000 600'000 200'000 155'215 CHF 53'738 CHF 98.91% 98.91%
14.11.2024 3.46% 0.28 CHF 0.29 CHF 600'000 200'000 600'000 200'000 170'740 CHF 58'914 CHF 99.38% 99.38%
13.11.2024 4.41% 0.23 CHF 0.24 CHF 750'000 200'000 750'000 200'000 166'348 CHF 46'359 CHF 99.38% 99.38%
12.11.2024 3.75% 0.22 CHF 0.23 CHF 750'000 200'000 621'979 200'000 162'503 CHF 54'458 CHF 99.16% 99.16%
11.11.2024 3.30% 0.29 CHF 0.30 CHF 600'000 200'000 600'000 200'000 178'868 CHF 61'623 CHF 99.38% 99.38%
08.11.2024 3.20% 0.30 CHF 0.31 CHF 600'000 200'000 600'000 200'000 184'452 CHF 63'484 CHF 99.38% 99.38%
07.11.2024 3.02% 0.33 CHF 0.34 CHF 600'000 200'000 600'000 200'000 195'662 CHF 67'221 CHF 98.58% 98.58%

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