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 5.49% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 106'295 CHF 37'432 CHF 99.15% 99.15%
19.11.2024 4.97% 0.17 CHF 0.18 CHF 600'000 200'000 482'330 160'777 94'399 CHF 33'074 CHF 99.18% 99.18%
18.11.2024 4.88% 0.20 CHF 0.21 CHF 450'000 150'000 496'907 165'636 99'087 CHF 34'685 CHF 99.04% 99.04%
15.11.2024 5.83% 0.18 CHF 0.19 CHF 600'000 200'000 600'000 200'000 100'043 CHF 35'348 CHF 99.37% 99.37%
14.11.2024 5.17% 0.17 CHF 0.18 CHF 600'000 200'000 539'377 179'792 101'684 CHF 35'693 CHF 98.02% 98.02%
13.11.2024 5.34% 0.18 CHF 0.19 CHF 600'000 200'000 600'000 200'000 109'463 CHF 38'488 CHF 99.38% 99.38%
12.11.2024 4.24% 0.20 CHF 0.21 CHF 600'000 200'000 466'561 155'520 107'643 CHF 37'436 CHF 93.13% 93.13%
11.11.2024 4.00% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 110'473 CHF 38'324 CHF 98.27% 98.27%
08.11.2024 3.64% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 121'463 CHF 41'988 CHF 93.13% 93.13%
07.11.2024 3.26% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 135'991 CHF 46'830 CHF 98.60% 98.60%

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