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 6.14% 0.14 CHF 0.15 CHF 600'000 200'000 589'091 196'364 93'621 CHF 33'171 CHF 99.38% 99.38%
19.11.2024 6.06% 0.17 CHF 0.18 CHF 600'000 200'000 579'686 193'229 92'669 CHF 32'822 CHF 99.37% 99.37%
18.11.2024 6.18% 0.17 CHF 0.18 CHF 450'000 150'000 543'901 181'300 85'071 CHF 30'170 CHF 99.23% 99.23%
15.11.2024 5.13% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 85'767 CHF 30'089 CHF 99.37% 99.37%
14.11.2024 5.00% 0.20 CHF 0.21 CHF 450'000 150'000 450'000 150'000 87'856 CHF 30'786 CHF 99.37% 99.37%
13.11.2024 5.18% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 84'747 CHF 29'749 CHF 99.38% 99.38%
12.11.2024 4.87% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 90'272 CHF 31'591 CHF 99.37% 99.37%
11.11.2024 4.24% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 104'006 CHF 36'169 CHF 99.37% 99.37%
08.11.2024 4.40% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 100'133 CHF 34'878 CHF 99.38% 99.38%
07.11.2024 4.14% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 106'486 CHF 36'995 CHF 99.28% 99.28%

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