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 3.00% 0.35 CHF 0.36 CHF 450'000 150'000 471'191 157'064 154'250 CHF 52'987 CHF 99.37% 99.37%
19.11.2024 5.67% 0.20 CHF 0.21 CHF 600'000 200'000 664'023 221'341 113'640 CHF 40'094 CHF 99.38% 99.38%
18.11.2024 4.83% 0.21 CHF 0.22 CHF 600'000 200'000 600'000 200'000 121'430 CHF 42'477 CHF 99.38% 99.38%
15.11.2024 4.21% 0.22 CHF 0.23 CHF 600'000 200'000 600'000 200'000 139'890 CHF 48'630 CHF 98.92% 98.92%
14.11.2024 3.74% 0.26 CHF 0.27 CHF 600'000 200'000 600'000 200'000 157'660 CHF 54'553 CHF 99.38% 99.38%
13.11.2024 4.99% 0.21 CHF 0.22 CHF 600'000 200'000 631'582 210'527 123'368 CHF 43'228 CHF 99.38% 99.38%
12.11.2024 4.14% 0.19 CHF 0.20 CHF 600'000 200'000 600'000 200'000 142'610 CHF 49'537 CHF 99.16% 99.16%
11.11.2024 3.50% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 168'463 CHF 58'154 CHF 99.38% 99.38%
08.11.2024 3.34% 0.28 CHF 0.29 CHF 600'000 200'000 600'000 200'000 176'732 CHF 60'911 CHF 99.38% 99.38%
07.11.2024 3.17% 0.32 CHF 0.33 CHF 600'000 200'000 600'000 200'000 186'832 CHF 64'278 CHF 98.59% 98.59%

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