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 5.07% 0.20 CHF 0.21 CHF 450'000 150'000 450'000 150'000 86'494 CHF 30'332 CHF 99.16% 99.16%
20.11.2024 5.45% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 80'507 CHF 28'336 CHF 99.16% 99.16%
19.11.2024 6.29% 0.15 CHF 0.16 CHF 450'000 150'000 454'745 151'582 70'373 CHF 24'974 CHF 99.16% 99.16%
18.11.2024 5.00% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 88'223 CHF 30'908 CHF 99.23% 99.23%
15.11.2024 3.67% 0.24 CHF 0.25 CHF 450'000 150'000 370'661 123'554 98'533 CHF 34'080 CHF 99.17% 99.17%
14.11.2024 3.08% 0.32 CHF 0.33 CHF 300'000 100'000 300'000 100'000 95'877 CHF 32'959 CHF 99.16% 99.16%
13.11.2024 2.97% 0.33 CHF 0.34 CHF 300'000 100'000 300'000 100'000 99'691 CHF 34'230 CHF 99.17% 99.17%
12.11.2024 2.88% 0.34 CHF 0.35 CHF 300'000 100'000 300'000 100'000 102'837 CHF 35'279 CHF 99.17% 99.17%
11.11.2024 2.83% 0.35 CHF 0.36 CHF 300'000 100'000 300'000 100'000 104'573 CHF 35'858 CHF 99.17% 99.17%
08.11.2024 2.62% 0.35 CHF 0.36 CHF 300'000 100'000 300'000 100'000 113'034 CHF 38'678 CHF 99.17% 99.17%

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