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 3.67% 0.26 CHF 0.27 CHF 900'000 300'000 900'000 300'000 240'980 CHF 83'327 CHF 99.41% 99.41%
19.11.2024 3.77% 0.26 CHF 0.27 CHF 900'000 300'000 900'000 300'000 234'225 CHF 81'075 CHF 96.66% 96.66%
18.11.2024 3.40% 0.28 CHF 0.29 CHF 750'000 250'000 750'000 250'000 216'765 CHF 74'755 CHF 97.64% 97.64%
15.11.2024 3.11% 0.29 CHF 0.30 CHF 750'000 250'000 750'000 250'000 237'793 CHF 81'764 CHF 96.48% 96.48%
14.11.2024 3.11% 0.33 CHF 0.34 CHF 750'000 250'000 750'000 250'000 237'338 CHF 81'613 CHF 99.35% 99.35%
13.11.2024 3.10% 0.31 CHF 0.32 CHF 750'000 250'000 750'000 250'000 238'556 CHF 82'019 CHF 98.78% 98.78%
12.11.2024 2.91% 0.34 CHF 0.35 CHF 750'000 250'000 750'000 250'000 253'855 CHF 87'118 CHF 99.25% 99.25%
11.11.2024 3.03% 0.34 CHF 0.35 CHF 750'000 250'000 750'000 250'000 243'784 CHF 83'761 CHF 99.36% 99.36%
08.11.2024 3.31% 0.32 CHF 0.33 CHF 750'000 250'000 750'000 250'000 223'073 CHF 76'858 CHF 99.35% 99.35%
07.11.2024 3.30% 0.30 CHF 0.31 CHF 750'000 250'000 750'000 250'000 223'875 CHF 77'125 CHF 98.66% 98.66%

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