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
22.11.2024 5.03% 0.20 CHF 0.21 CHF 450'000 150'000 450'000 150'000 87'299 CHF 30'600 CHF 99.16% 99.16%
20.11.2024 5.42% 0.18 CHF 0.19 CHF 450'000 150'000 454'366 151'455 81'667 CHF 28'737 CHF 99.17% 99.17%
19.11.2024 6.16% 0.16 CHF 0.17 CHF 600'000 200'000 576'070 192'023 90'581 CHF 32'114 CHF 99.16% 99.16%
18.11.2024 4.83% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 91'454 CHF 31'985 CHF 99.23% 99.23%
15.11.2024 3.61% 0.25 CHF 0.26 CHF 450'000 150'000 450'000 150'000 122'767 CHF 42'422 CHF 99.17% 99.17%
14.11.2024 3.11% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 142'398 CHF 48'966 CHF 99.16% 99.16%
13.11.2024 3.01% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 147'270 CHF 50'590 CHF 99.16% 99.16%
12.11.2024 2.95% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 149'988 150'507 CHF 51'665 CHF 99.16% 99.16%
11.11.2024 2.90% 0.34 CHF 0.35 CHF 450'000 150'000 450'000 150'000 152'765 CHF 52'422 CHF 99.17% 99.17%
08.11.2024 2.73% 0.34 CHF 0.35 CHF 450'000 150'000 304'711 101'570 110'024 CHF 37'690 CHF 99.17% 99.17%

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