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 3.58% 0.25 CHF 0.26 CHF 600'000 200'000 602'394 200'798 165'456 CHF 57'160 CHF 99.16% 99.16%
19.11.2024 3.68% 0.26 CHF 0.27 CHF 600'000 200'000 599'864 199'978 160'203 CHF 55'407 CHF 99.16% 99.16%
18.11.2024 4.31% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 170'323 CHF 59'275 CHF 99.23% 99.23%
15.11.2024 4.28% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 171'542 CHF 59'681 CHF 99.17% 99.17%
14.11.2024 4.25% 0.24 CHF 0.25 CHF 750'000 250'000 750'000 250'000 172'981 CHF 60'160 CHF 99.15% 99.15%
13.11.2024 4.63% 0.22 CHF 0.23 CHF 750'000 250'000 750'000 250'000 158'433 CHF 55'311 CHF 99.16% 99.16%
12.11.2024 4.20% 0.23 CHF 0.24 CHF 750'000 250'000 748'961 249'654 174'509 CHF 60'666 CHF 99.16% 99.16%
11.11.2024 4.50% 0.22 CHF 0.23 CHF 750'000 250'000 750'000 250'000 163'148 CHF 56'883 CHF 99.16% 99.16%
08.11.2024 5.28% 0.21 CHF 0.22 CHF 750'000 250'000 750'000 250'000 139'051 CHF 48'850 CHF 99.16% 99.16%
07.11.2024 5.31% 0.17 CHF 0.18 CHF 750'000 250'000 750'000 250'000 137'778 CHF 48'426 CHF 98.18% 98.18%

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