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
30.10.2024 6.64% 0.15 CHF 0.16 CHF 900'000 300'000 900'000 300'000 131'365 CHF 46'788 CHF 99.51% 99.51%
29.10.2024 5.66% 0.16 CHF 0.17 CHF 900'000 300'000 819'062 273'021 140'334 CHF 49'508 CHF 99.50% 99.50%
28.10.2024 6.24% 0.16 CHF 0.17 CHF 900'000 300'000 900'000 300'000 140'087 CHF 49'696 CHF 95.91% 95.91%
25.10.2024 6.44% 0.15 CHF 0.16 CHF 900'000 300'000 900'000 300'000 135'260 CHF 48'087 CHF 99.60% 99.60%
24.10.2024 6.24% 0.15 CHF 0.16 CHF 900'000 300'000 900'000 300'000 139'847 CHF 49'616 CHF 99.42% 99.42%
23.10.2024 6.37% 0.15 CHF 0.16 CHF 900'000 300'000 900'000 300'000 136'870 CHF 48'623 CHF 99.60% 99.60%
22.10.2024 6.43% 0.16 CHF 0.17 CHF 900'000 300'000 900'000 300'000 135'750 CHF 48'250 CHF 95.40% 95.40%
21.10.2024 5.63% 0.16 CHF 0.17 CHF 900'000 300'000 900'000 300'000 155'405 CHF 54'802 CHF 99.64% 99.64%
18.10.2024 5.55% 0.18 CHF 0.19 CHF 900'000 300'000 871'110 290'370 152'843 CHF 53'851 CHF 99.64% 99.64%
17.10.2024 6.14% 0.16 CHF 0.17 CHF 900'000 300'000 905'697 305'697 143'230 CHF 51'326 CHF 98.93% 98.93%

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