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 3.42% 0.31 CHF 0.32 CHF 450'000 100'000 450'000 100'000 129'705 CHF 29'823 CHF 99.17% 99.17%
19.11.2024 3.14% 0.31 CHF 0.32 CHF 450'000 100'000 450'000 100'000 141'317 CHF 32'404 CHF 99.16% 99.16%
18.11.2024 3.46% 0.28 CHF 0.29 CHF 450'000 100'000 450'000 100'000 128'284 CHF 29'508 CHF 99.23% 99.23%
15.11.2024 4.02% 0.25 CHF 0.26 CHF 450'000 100'000 450'000 100'000 109'630 CHF 25'362 CHF 99.16% 99.16%
14.11.2024 4.93% 0.21 CHF 0.22 CHF 450'000 100'000 571'175 100'000 112'880 CHF 20'822 CHF 99.16% 99.16%
13.11.2024 4.87% 0.20 CHF 0.21 CHF 600'000 100'000 600'000 100'000 120'458 CHF 21'076 CHF 99.16% 99.16%
12.11.2024 4.87% 0.20 CHF 0.21 CHF 600'000 100'000 600'000 100'000 120'210 CHF 21'035 CHF 99.16% 99.16%
11.11.2024 5.53% 0.17 CHF 0.18 CHF 600'000 100'000 600'000 100'000 105'639 CHF 18'607 CHF 99.16% 99.16%
08.11.2024 4.77% 0.20 CHF 0.21 CHF 600'000 100'000 600'000 100'000 122'972 CHF 21'495 CHF 99.16% 99.16%
07.11.2024 4.77% 0.20 CHF 0.21 CHF 600'000 100'000 597'618 100'000 122'308 CHF 21'476 CHF 98.26% 98.26%

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