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
22.11.2024 5.07% 0.20 CHF 0.21 CHF 600'000 50'000 600'000 50'000 115'316 CHF 10'110 CHF 99.16% 99.16%
20.11.2024 5.41% 0.18 CHF 0.19 CHF 600'000 50'000 600'000 50'000 108'072 CHF 9'506 CHF 99.16% 99.16%
19.11.2024 6.08% 0.16 CHF 0.17 CHF 600'000 50'000 600'000 50'000 96'262 CHF 8'522 CHF 99.16% 99.16%
18.11.2024 4.85% 0.19 CHF 0.20 CHF 600'000 50'000 539'276 50'000 108'207 CHF 10'602 CHF 99.23% 99.23%
15.11.2024 3.72% 0.25 CHF 0.26 CHF 450'000 50'000 450'000 50'000 118'836 CHF 13'704 CHF 99.17% 99.17%
14.11.2024 3.27% 0.30 CHF 0.31 CHF 450'000 50'000 450'000 50'000 135'488 CHF 15'554 CHF 99.16% 99.16%
13.11.2024 3.14% 0.31 CHF 0.32 CHF 450'000 50'000 450'000 50'000 141'088 CHF 16'176 CHF 99.16% 99.16%
12.11.2024 3.08% 0.32 CHF 0.33 CHF 450'000 50'000 450'000 50'000 143'888 CHF 16'488 CHF 99.17% 99.17%
11.11.2024 3.08% 0.32 CHF 0.33 CHF 450'000 50'000 450'000 50'000 143'997 CHF 16'500 CHF 99.17% 99.17%
08.11.2024 2.89% 0.32 CHF 0.33 CHF 450'000 50'000 450'000 50'000 153'354 CHF 17'539 CHF 99.16% 99.16%

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