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 7.31% 0.14 CHF 0.15 CHF 600'000 200'000 634'740 211'580 83'558 CHF 29'969 CHF 99.16% 99.16%
19.11.2024 7.07% 0.13 CHF 0.14 CHF 600'000 200'000 600'000 200'000 81'951 CHF 29'317 CHF 99.17% 99.17%
18.11.2024 6.62% 0.15 CHF 0.16 CHF 600'000 200'000 600'000 200'000 87'736 CHF 31'245 CHF 99.23% 99.23%
15.11.2024 6.21% 0.16 CHF 0.17 CHF 600'000 200'000 600'000 200'000 93'715 CHF 33'238 CHF 99.17% 99.17%
14.11.2024 6.47% 0.16 CHF 0.17 CHF 600'000 200'000 600'000 200'000 89'750 CHF 31'917 CHF 99.15% 99.15%
13.11.2024 6.44% 0.15 CHF 0.16 CHF 600'000 200'000 600'000 200'000 90'299 CHF 32'100 CHF 99.16% 99.16%
12.11.2024 6.70% 0.13 CHF 0.14 CHF 600'000 200'000 600'000 200'000 86'779 CHF 30'926 CHF 99.16% 99.16%
11.11.2024 5.47% 0.18 CHF 0.19 CHF 600'000 200'000 600'000 200'000 106'722 CHF 37'574 CHF 99.17% 99.17%
08.11.2024 6.14% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 95'158 CHF 33'719 CHF 99.17% 99.17%
07.11.2024 5.12% 0.18 CHF 0.19 CHF 600'000 200'000 491'820 163'940 93'575 CHF 32'831 CHF 98.26% 98.26%

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