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 6.55% 0.14 CHF 0.15 CHF 600'000 200'000 526'000 175'333 77'485 CHF 27'582 CHF 99.38% 99.38%
19.11.2024 6.95% 0.15 CHF 0.16 CHF 600'000 200'000 600'000 200'000 83'490 CHF 29'830 CHF 99.38% 99.38%
18.11.2024 6.76% 0.15 CHF 0.16 CHF 600'000 200'000 570'168 190'056 81'370 CHF 29'024 CHF 99.38% 99.38%
15.11.2024 6.34% 0.16 CHF 0.17 CHF 450'000 150'000 467'345 155'782 71'393 CHF 25'356 CHF 99.36% 99.36%
14.11.2024 5.97% 0.16 CHF 0.17 CHF 450'000 150'000 450'000 150'000 73'185 CHF 25'895 CHF 99.38% 99.38%
13.11.2024 6.48% 0.15 CHF 0.16 CHF 450'000 150'000 495'926 165'309 73'844 CHF 26'268 CHF 99.37% 99.37%
12.11.2024 5.70% 0.16 CHF 0.17 CHF 450'000 150'000 450'000 150'000 76'792 CHF 27'097 CHF 99.14% 99.14%
11.11.2024 5.32% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 82'306 CHF 28'935 CHF 99.37% 99.37%
08.11.2024 6.11% 0.16 CHF 0.17 CHF 450'000 150'000 450'000 150'000 71'376 CHF 25'292 CHF 99.37% 99.37%
07.11.2024 6.07% 0.16 CHF 0.17 CHF 450'000 150'000 450'264 150'088 71'953 CHF 25'485 CHF 98.58% 98.58%

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