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 7.33% 0.14 CHF 0.15 CHF 600'000 200'000 600'000 200'000 79'042 CHF 28'347 CHF 99.17% 99.17%
19.11.2024 6.82% 0.14 CHF 0.15 CHF 600'000 200'000 600'000 200'000 85'103 CHF 30'368 CHF 99.17% 99.17%
18.11.2024 6.32% 0.16 CHF 0.17 CHF 600'000 200'000 600'000 200'000 91'994 CHF 32'665 CHF 99.23% 99.23%
15.11.2024 6.19% 0.17 CHF 0.18 CHF 450'000 150'000 565'012 188'337 88'312 CHF 31'321 CHF 99.17% 99.17%
14.11.2024 6.31% 0.16 CHF 0.17 CHF 600'000 200'000 600'000 200'000 92'183 CHF 32'728 CHF 99.16% 99.16%
13.11.2024 5.98% 0.15 CHF 0.16 CHF 600'000 200'000 581'096 193'699 94'197 CHF 33'336 CHF 99.16% 99.16%
12.11.2024 6.07% 0.15 CHF 0.16 CHF 600'000 200'000 577'194 192'398 92'174 CHF 32'649 CHF 99.16% 99.16%
11.11.2024 4.97% 0.20 CHF 0.21 CHF 450'000 150'000 450'000 150'000 88'344 CHF 30'948 CHF 99.17% 99.17%
08.11.2024 5.38% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 81'492 CHF 28'664 CHF 99.17% 99.17%
07.11.2024 4.56% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 96'613 CHF 33'704 CHF 98.26% 98.26%

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