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 3.34% 0.30 CHF 0.31 CHF 225'000 75'000 225'000 75'000 66'322 CHF 22'857 CHF 99.38% 99.38%
19.11.2024 3.05% 0.33 CHF 0.34 CHF 225'000 75'000 225'000 75'000 72'664 CHF 24'971 CHF 99.37% 99.37%
18.11.2024 3.55% 0.29 CHF 0.30 CHF 225'000 75'000 241'868 80'623 66'672 CHF 23'030 CHF 99.23% 99.23%
15.11.2024 4.16% 0.24 CHF 0.25 CHF 300'000 100'000 300'000 100'000 70'620 CHF 24'540 CHF 99.37% 99.37%
14.11.2024 4.49% 0.22 CHF 0.23 CHF 300'000 100'000 300'000 100'000 65'379 CHF 22'793 CHF 99.37% 99.37%
13.11.2024 3.83% 0.23 CHF 0.24 CHF 300'000 100'000 300'000 100'000 77'002 CHF 26'667 CHF 99.36% 99.36%
12.11.2024 4.08% 0.26 CHF 0.27 CHF 300'000 100'000 300'000 100'000 72'041 CHF 25'014 CHF 99.37% 99.37%
11.11.2024 4.55% 0.22 CHF 0.23 CHF 300'000 100'000 300'000 100'000 64'509 CHF 22'503 CHF 99.37% 99.37%
08.11.2024 4.14% 0.22 CHF 0.23 CHF 300'000 100'000 364'762 100'000 85'573 CHF 24'654 CHF 99.36% 99.36%
07.11.2024 4.56% 0.22 CHF 0.23 CHF 1'500'000 100'000 1'500'000 100'000 321'987 CHF 22'466 CHF 99.28% 99.28%

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