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 5.19% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 169'091 CHF 59'364 CHF 99.68% 99.68%
19.11.2024 4.95% 0.18 CHF 0.19 CHF 900'000 300'000 873'758 291'253 172'289 CHF 60'342 CHF 99.25% 99.25%
18.11.2024 4.87% 0.20 CHF 0.21 CHF 900'000 300'000 886'223 295'408 177'393 CHF 62'085 CHF 99.37% 99.37%
15.11.2024 5.38% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 163'092 CHF 57'364 CHF 99.40% 99.40%
14.11.2024 5.20% 0.18 CHF 0.19 CHF 900'000 300'000 900'000 300'000 168'670 CHF 59'223 CHF 97.98% 97.98%
13.11.2024 5.25% 0.18 CHF 0.19 CHF 900'000 300'000 900'000 300'000 167'160 CHF 58'720 CHF 99.38% 99.38%
12.11.2024 4.73% 0.19 CHF 0.20 CHF 900'000 300'000 778'384 259'461 160'558 CHF 56'114 CHF 93.14% 93.14%
11.11.2024 4.58% 0.21 CHF 0.22 CHF 750'000 250'000 750'000 250'000 160'071 CHF 55'857 CHF 98.27% 98.27%
08.11.2024 4.29% 0.22 CHF 0.23 CHF 750'000 250'000 750'000 250'000 171'234 CHF 59'578 CHF 93.12% 93.12%
07.11.2024 3.96% 0.24 CHF 0.25 CHF 750'000 250'000 750'000 250'000 185'970 CHF 64'490 CHF 98.62% 98.62%

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