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 3.52% 0.28 CHF 0.29 CHF 450'000 150'000 490'932 163'644 136'657 CHF 47'189 CHF 99.37% 99.37%
19.11.2024 3.32% 0.29 CHF 0.30 CHF 600'000 200'000 484'978 161'659 143'672 CHF 49'507 CHF 99.37% 99.37%
18.11.2024 3.93% 0.26 CHF 0.27 CHF 600'000 200'000 600'000 200'000 149'794 CHF 51'931 CHF 99.22% 99.22%
15.11.2024 5.13% 0.22 CHF 0.23 CHF 600'000 200'000 600'000 200'000 114'440 CHF 40'147 CHF 99.37% 99.37%
14.11.2024 6.81% 0.14 CHF 0.15 CHF 600'000 200'000 698'450 232'817 98'934 CHF 35'306 CHF 99.38% 99.38%
13.11.2024 6.79% 0.13 CHF 0.14 CHF 750'000 250'000 705'154 235'051 100'249 CHF 35'767 CHF 99.36% 99.36%
12.11.2024 8.41% 0.11 CHF 0.12 CHF 750'000 250'000 750'000 250'000 85'652 CHF 31'051 CHF 99.37% 99.37%
11.11.2024 9.98% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 71'619 CHF 26'373 CHF 99.38% 99.38%
08.11.2024 7.72% 0.12 CHF 0.13 CHF 750'000 250'000 750'000 250'000 93'707 CHF 33'736 CHF 99.38% 99.38%
07.11.2024 6.63% 0.13 CHF 0.14 CHF 750'000 250'000 704'537 234'846 102'816 CHF 36'621 CHF 99.28% 99.28%

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