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
22.11.2024 5.16% 0.22 CHF 0.23 CHF 600'000 200'000 600'000 200'000 113'674 CHF 39'891 CHF 99.43% 99.43%
20.11.2024 6.07% 0.16 CHF 0.17 CHF 600'000 200'000 600'000 200'000 95'811 CHF 33'937 CHF 99.00% 99.00%
19.11.2024 6.07% 0.16 CHF 0.17 CHF 600'000 200'000 600'000 200'000 95'858 CHF 33'953 CHF 99.44% 99.44%
18.11.2024 6.43% 0.16 CHF 0.17 CHF 600'000 200'000 600'000 200'000 90'300 CHF 32'100 CHF 97.69% 97.69%
15.11.2024 7.25% 0.15 CHF 0.16 CHF 600'000 200'000 600'000 200'000 79'888 CHF 28'629 CHF 99.44% 99.44%
14.11.2024 7.34% 0.14 CHF 0.15 CHF 600'000 200'000 600'000 200'000 78'744 CHF 28'248 CHF 99.09% 99.09%
13.11.2024 7.98% 0.12 CHF 0.13 CHF 600'000 200'000 600'000 200'000 72'183 CHF 26'061 CHF 96.57% 96.57%
12.11.2024 7.90% 0.13 CHF 0.14 CHF 600'000 200'000 600'000 200'000 73'010 CHF 26'337 CHF 96.35% 96.35%
11.11.2024 6.97% 0.13 CHF 0.14 CHF 600'000 200'000 600'000 200'000 83'165 CHF 29'722 CHF 98.66% 98.66%
08.11.2024 9.31% 0.12 CHF 0.13 CHF 600'000 200'000 600'000 200'000 61'642 CHF 22'547 CHF 90.62% 90.62%

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