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 6.00% 0.17 CHF 0.18 CHF 600'000 200'000 577'741 192'580 93'313 CHF 33'030 CHF 99.17% 99.17%
19.11.2024 5.73% 0.16 CHF 0.17 CHF 600'000 200'000 505'855 168'618 85'675 CHF 30'244 CHF 99.17% 99.17%
18.11.2024 5.36% 0.20 CHF 0.21 CHF 450'000 150'000 450'000 150'000 81'781 CHF 28'760 CHF 99.23% 99.23%
15.11.2024 5.26% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 83'303 CHF 29'268 CHF 99.17% 99.17%
14.11.2024 5.26% 0.19 CHF 0.20 CHF 450'000 150'000 450'579 150'193 83'525 CHF 29'344 CHF 99.16% 99.16%
13.11.2024 5.16% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 85'010 CHF 29'837 CHF 99.16% 99.16%
12.11.2024 5.15% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 85'286 CHF 29'929 CHF 99.17% 99.17%
11.11.2024 4.49% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 98'166 CHF 34'222 CHF 99.17% 99.17%
08.11.2024 4.67% 0.21 CHF 0.22 CHF 450'000 150'000 450'000 150'000 94'180 CHF 32'893 CHF 99.17% 99.17%
07.11.2024 4.00% 0.25 CHF 0.26 CHF 450'000 150'000 450'000 150'000 110'392 CHF 38'298 CHF 98.26% 98.26%

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