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 5.37% 0.17 CHF 0.18 CHF 750'000 250'000 750'000 250'000 136'253 CHF 47'918 CHF 99.17% 99.17%
19.11.2024 5.74% 0.17 CHF 0.18 CHF 750'000 250'000 750'000 250'000 127'168 CHF 44'889 CHF 99.16% 99.16%
18.11.2024 5.31% 0.19 CHF 0.20 CHF 750'000 250'000 750'000 250'000 137'765 CHF 48'422 CHF 99.22% 99.22%
15.11.2024 4.64% 0.21 CHF 0.22 CHF 750'000 250'000 750'000 250'000 157'934 CHF 55'145 CHF 99.17% 99.17%
14.11.2024 4.04% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 182'089 CHF 63'196 CHF 99.16% 99.16%
13.11.2024 4.00% 0.25 CHF 0.26 CHF 750'000 250'000 750'000 250'000 184'011 CHF 63'837 CHF 99.16% 99.16%
12.11.2024 3.93% 0.24 CHF 0.25 CHF 750'000 250'000 750'000 250'000 187'087 CHF 64'862 CHF 99.16% 99.16%
11.11.2024 3.66% 0.27 CHF 0.28 CHF 750'000 250'000 750'000 250'000 201'094 CHF 69'531 CHF 99.16% 99.16%
08.11.2024 3.92% 0.25 CHF 0.26 CHF 750'000 250'000 750'000 250'000 187'576 CHF 65'025 CHF 99.16% 99.16%
07.11.2024 3.94% 0.25 CHF 0.26 CHF 750'000 250'000 750'000 250'000 186'707 CHF 64'736 CHF 98.26% 98.26%

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