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 4.42% 0.22 CHF 0.23 CHF 900'000 300'000 900'000 300'000 199'127 CHF 69'376 CHF 99.41% 99.41%
19.11.2024 4.48% 0.22 CHF 0.23 CHF 900'000 300'000 900'000 300'000 196'658 CHF 68'553 CHF 96.65% 96.65%
18.11.2024 4.07% 0.24 CHF 0.25 CHF 900'000 300'000 891'842 297'281 214'518 CHF 74'479 CHF 97.66% 97.66%
15.11.2024 3.67% 0.24 CHF 0.25 CHF 900'000 300'000 754'026 251'342 201'987 CHF 69'843 CHF 96.57% 96.57%
14.11.2024 3.63% 0.28 CHF 0.29 CHF 750'000 250'000 750'000 250'000 203'141 CHF 70'214 CHF 99.35% 99.35%
13.11.2024 3.64% 0.27 CHF 0.28 CHF 750'000 250'000 750'000 250'000 202'623 CHF 70'041 CHF 98.82% 98.82%
12.11.2024 3.39% 0.29 CHF 0.30 CHF 750'000 250'000 750'000 250'000 217'365 CHF 74'955 CHF 99.25% 99.25%
11.11.2024 3.54% 0.29 CHF 0.30 CHF 750'000 250'000 750'000 250'000 208'706 CHF 72'069 CHF 99.37% 99.37%
08.11.2024 3.84% 0.28 CHF 0.29 CHF 750'000 250'000 750'000 250'000 192'119 CHF 66'540 CHF 99.35% 99.35%
07.11.2024 3.86% 0.25 CHF 0.26 CHF 750'000 250'000 758'322 252'774 192'744 CHF 66'776 CHF 98.68% 98.68%

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