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 7.04% 0.14 CHF 0.15 CHF 600'000 200'000 599'757 199'919 82'247 CHF 29'415 CHF 99.16% 99.16%
20.11.2024 7.68% 0.13 CHF 0.14 CHF 600'000 200'000 600'000 200'000 75'335 CHF 27'112 CHF 99.17% 99.17%
19.11.2024 8.94% 0.11 CHF 0.12 CHF 600'000 200'000 602'256 200'752 64'864 CHF 23'629 CHF 99.17% 99.17%
18.11.2024 7.01% 0.13 CHF 0.14 CHF 600'000 200'000 557'521 185'840 76'532 CHF 27'369 CHF 99.23% 99.23%
15.11.2024 5.03% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 87'549 CHF 30'683 CHF 99.17% 99.17%
14.11.2024 4.19% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 105'160 CHF 36'554 CHF 99.16% 99.16%
13.11.2024 3.99% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 110'607 CHF 38'369 CHF 99.16% 99.16%
12.11.2024 3.89% 0.25 CHF 0.26 CHF 450'000 150'000 450'000 150'000 113'571 CHF 39'357 CHF 99.17% 99.17%
11.11.2024 3.80% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 116'350 CHF 40'283 CHF 99.17% 99.17%
08.11.2024 3.50% 0.26 CHF 0.27 CHF 450'000 150'000 436'848 145'616 122'680 CHF 42'350 CHF 99.17% 99.17%

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