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 6.57% 0.14 CHF 0.15 CHF 600'000 200'000 600'000 200'000 89'006 CHF 31'669 CHF 99.38% 99.38%
19.11.2024 6.33% 0.15 CHF 0.16 CHF 600'000 200'000 600'000 200'000 92'147 CHF 32'716 CHF 99.38% 99.38%
18.11.2024 6.31% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 92'624 CHF 32'875 CHF 99.23% 99.23%
15.11.2024 5.45% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 107'216 CHF 37'739 CHF 99.37% 99.37%
14.11.2024 5.19% 0.18 CHF 0.19 CHF 600'000 200'000 541'119 180'373 101'519 CHF 35'644 CHF 99.37% 99.37%
13.11.2024 5.27% 0.18 CHF 0.19 CHF 600'000 200'000 596'751 198'917 110'237 CHF 38'735 CHF 99.38% 99.38%
12.11.2024 4.96% 0.18 CHF 0.19 CHF 600'000 200'000 470'603 156'868 92'344 CHF 32'350 CHF 99.37% 99.37%
11.11.2024 4.47% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 98'495 CHF 34'332 CHF 99.37% 99.37%
08.11.2024 4.49% 0.21 CHF 0.22 CHF 450'000 150'000 450'000 150'000 98'090 CHF 34'197 CHF 99.38% 99.38%
07.11.2024 4.29% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 102'680 CHF 35'727 CHF 99.29% 99.29%

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