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 4.59% 0.23 CHF 0.24 CHF 600'000 200'000 600'000 200'000 127'825 CHF 44'608 CHF 99.17% 99.17%
19.11.2024 5.31% 0.21 CHF 0.22 CHF 600'000 200'000 600'000 200'000 110'425 CHF 38'808 CHF 99.17% 99.17%
18.11.2024 4.81% 0.20 CHF 0.21 CHF 600'000 200'000 600'000 200'000 122'035 CHF 42'678 CHF 99.22% 99.22%
15.11.2024 4.37% 0.22 CHF 0.23 CHF 600'000 200'000 598'680 199'560 134'184 CHF 46'724 CHF 99.16% 99.16%
14.11.2024 4.58% 0.22 CHF 0.23 CHF 600'000 200'000 600'000 200'000 128'364 CHF 44'788 CHF 99.16% 99.16%
13.11.2024 5.95% 0.16 CHF 0.17 CHF 600'000 200'000 607'638 202'546 99'166 CHF 35'081 CHF 99.16% 99.16%
12.11.2024 5.16% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 113'374 CHF 39'792 CHF 99.15% 99.15%
11.11.2024 5.02% 0.20 CHF 0.21 CHF 600'000 200'000 600'000 200'000 116'713 CHF 40'904 CHF 99.17% 99.17%
08.11.2024 5.76% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 101'171 CHF 35'724 CHF 99.16% 99.16%
07.11.2024 5.15% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 113'971 CHF 39'991 CHF 98.18% 98.18%

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