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 3.36% 0.29 CHF 0.30 CHF 100'000 100'000 100'000 100'000 29'233 CHF 30'233 CHF 99.57% 99.57%
19.11.2024 3.42% 0.29 CHF 0.30 CHF 100'000 100'000 100'000 100'000 28'741 CHF 29'741 CHF 99.52% 99.57%
18.11.2024 3.66% 0.28 CHF 0.29 CHF 125'000 125'000 125'000 125'000 33'588 CHF 34'838 CHF 99.49% 99.49%
15.11.2024 3.91% 0.26 CHF 0.27 CHF 125'000 125'000 125'000 125'000 31'359 CHF 32'609 CHF 98.89% 98.89%
14.11.2024 4.29% 0.24 CHF 0.25 CHF 150'000 150'000 150'000 150'000 34'246 CHF 35'746 CHF 99.03% 99.03%
13.11.2024 4.48% 0.21 CHF 0.22 CHF 150'000 150'000 150'000 150'000 32'744 CHF 34'244 CHF 99.53% 99.53%
12.11.2024 4.63% 0.21 CHF 0.22 CHF 150'000 150'000 150'000 150'000 31'656 CHF 33'156 CHF 99.56% 99.56%
11.11.2024 4.74% 0.20 CHF 0.21 CHF 150'000 150'000 150'000 150'000 30'896 CHF 32'396 CHF 99.50% 99.50%
08.11.2024 4.70% 0.21 CHF 0.22 CHF 150'000 150'000 150'000 150'000 31'175 CHF 32'675 CHF 99.53% 99.53%
07.11.2024 4.69% 0.21 CHF 0.22 CHF 150'000 150'000 150'000 150'000 31'229 CHF 32'729 CHF 99.51% 99.51%

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