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 5.79% 0.16 CHF 0.17 CHF 1'000'000 400'000 968'256 368'256 162'530 CHF 65'291 CHF 97.07% 97.07%
19.11.2024 5.57% 0.18 CHF 0.19 CHF 900'000 300'000 922'028 322'028 161'083 CHF 59'411 CHF 96.19% 96.19%
18.11.2024 5.30% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 165'552 CHF 58'184 CHF 92.37% 92.37%
15.11.2024 4.98% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 176'390 CHF 61'797 CHF 93.11% 93.11%
14.11.2024 5.22% 0.20 CHF 0.21 CHF 900'000 300'000 901'896 301'896 168'927 CHF 59'543 CHF 98.72% 98.72%
13.11.2024 5.93% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 163'690 CHF 69'476 CHF 94.95% 94.95%
12.11.2024 5.44% 0.17 CHF 0.18 CHF 1'000'000 400'000 910'724 310'724 162'992 CHF 58'653 CHF 98.90% 98.90%
11.11.2024 4.88% 0.20 CHF 0.21 CHF 900'000 300'000 900'000 300'000 179'981 CHF 62'994 CHF 92.92% 92.92%
08.11.2024 4.93% 0.20 CHF 0.21 CHF 900'000 300'000 900'000 300'000 178'159 CHF 62'386 CHF 97.06% 97.06%
07.11.2024 4.76% 0.21 CHF 0.22 CHF 900'000 300'000 900'000 300'000 184'583 CHF 64'528 CHF 98.83% 98.83%

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