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 4.30% 0.22 CHF 0.23 CHF 750'000 250'000 750'000 250'000 170'890 CHF 59'464 CHF 99.39% 99.39%
19.11.2024 4.30% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 170'940 CHF 59'480 CHF 96.67% 96.67%
18.11.2024 3.85% 0.25 CHF 0.26 CHF 600'000 200'000 601'600 200'533 153'164 CHF 53'060 CHF 97.54% 97.54%
15.11.2024 3.41% 0.25 CHF 0.26 CHF 600'000 200'000 600'000 200'000 173'270 CHF 59'757 CHF 96.51% 96.51%
14.11.2024 3.38% 0.30 CHF 0.31 CHF 600'000 200'000 600'000 200'000 174'595 CHF 60'198 CHF 99.33% 99.33%
13.11.2024 3.32% 0.29 CHF 0.30 CHF 600'000 200'000 600'000 200'000 177'667 CHF 61'222 CHF 98.89% 98.89%
12.11.2024 3.09% 0.32 CHF 0.33 CHF 600'000 200'000 600'000 200'000 191'087 CHF 65'696 CHF 99.26% 99.26%
11.11.2024 3.22% 0.32 CHF 0.33 CHF 600'000 200'000 600'000 200'000 183'744 CHF 63'248 CHF 99.36% 99.36%
08.11.2024 3.55% 0.31 CHF 0.32 CHF 600'000 200'000 600'000 200'000 166'291 CHF 57'430 CHF 99.35% 99.35%
07.11.2024 3.61% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 163'257 CHF 56'419 CHF 98.76% 98.76%

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