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
25.09.2024 3.71% 0.28 CHF 0.29 CHF 200'000 200'000 200'407 200'407 53'088 CHF 55'092 CHF 98.49% 98.49%
24.09.2024 4.22% 0.24 CHF 0.25 CHF 225'000 225'000 228'286 228'286 52'947 CHF 55'230 CHF 99.17% 99.17%
23.09.2024 4.59% 0.21 CHF 0.22 CHF 250'000 250'000 250'000 250'000 53'226 CHF 55'726 CHF 98.62% 98.62%
20.09.2024 4.44% 0.21 CHF 0.22 CHF 250'000 250'000 248'188 248'189 54'651 CHF 57'133 CHF 95.88% 95.88%
19.09.2024 4.69% 0.22 CHF 0.23 CHF 250'000 250'000 251'301 251'301 52'326 CHF 54'839 CHF 99.00% 99.00%
18.09.2024 5.39% 0.18 CHF 0.19 CHF 300'000 300'000 298'618 298'618 53'963 CHF 56'950 CHF 99.24% 99.24%
12.09.2024 4.62% 0.22 CHF 0.23 CHF 250'000 250'000 251'952 251'953 53'236 CHF 55'756 CHF 96.24% 96.24%
11.09.2024 6.23% 0.17 CHF 0.18 CHF 325'000 325'000 337'731 337'731 52'481 CHF 55'858 CHF 98.45% 98.45%
10.09.2024 6.45% 0.14 CHF 0.15 CHF 375'000 375'000 348'554 348'551 52'313 CHF 55'798 CHF 98.32% 98.32%
09.09.2024 6.36% 0.15 CHF 0.16 CHF 325'000 325'000 344'794 344'794 52'464 CHF 55'912 CHF 98.58% 98.58%

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