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 5.62% 0.17 CHF 0.18 CHF 300'000 100'000 300'000 100'000 51'877 CHF 18'292 CHF 99.37% 99.37%
19.11.2024 6.08% 0.16 CHF 0.17 CHF 300'000 100'000 300'000 100'000 47'924 CHF 16'975 CHF 99.37% 99.37%
18.11.2024 5.27% 0.18 CHF 0.19 CHF 300'000 100'000 300'000 100'000 55'499 CHF 19'500 CHF 99.23% 99.23%
15.11.2024 4.52% 0.22 CHF 0.23 CHF 300'000 100'000 300'000 100'000 64'846 CHF 22'615 CHF 99.37% 99.37%
14.11.2024 4.24% 0.23 CHF 0.24 CHF 300'000 100'000 300'000 100'000 69'292 CHF 24'097 CHF 99.37% 99.37%
13.11.2024 4.78% 0.22 CHF 0.23 CHF 300'000 100'000 300'000 100'000 61'382 CHF 21'461 CHF 99.36% 99.36%
12.11.2024 4.49% 0.20 CHF 0.21 CHF 299'999 100'000 299'999 100'000 65'321 CHF 22'774 CHF 99.37% 99.37%
11.11.2024 4.10% 0.23 CHF 0.24 CHF 299'999 100'000 299'999 100'000 71'632 CHF 24'878 CHF 99.37% 99.37%
08.11.2024 4.31% 0.24 CHF 0.25 CHF 299'999 100'000 299'999 100'000 68'155 CHF 23'718 CHF 99.37% 99.37%
07.11.2024 3.98% 0.24 CHF 0.25 CHF 300'000 100'000 300'000 100'000 73'824 CHF 25'608 CHF 99.28% 99.28%

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