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
14.10.2024 4.96% 0.20 CHF 0.21 CHF 250'000 100'000 258'036 100'000 50'728 CHF 20'697 CHF 82.39% 82.39%
11.10.2024 9.15% 0.19 CHF 0.20 CHF 270'000 100'000 63'935 53'087 11'791 CHF 10'583 CHF 89.99% 89.99%
10.10.2024 8.82% 0.20 CHF 0.21 CHF 37'500 37'500 37'020 37'020 7'358 CHF 8'034 CHF 98.03% 98.03%
09.10.2024 3.82% 0.26 CHF 0.27 CHF 200'000 75'000 199'992 75'000 51'362 CHF 20'011 CHF 98.96% 98.96%
08.10.2024 3.73% 0.27 CHF 0.28 CHF 190'000 75'000 195'639 75'000 51'465 CHF 20'498 CHF 99.99% 99.99%
07.10.2024 3.33% 0.30 CHF 0.31 CHF 170'000 75'000 174'807 75'000 51'547 CHF 22'880 CHF 98.76% 98.76%
04.10.2024 3.14% 0.31 CHF 0.32 CHF 170'000 75'000 166'134 75'000 52'010 CHF 24'257 CHF 76.24% 76.24%
03.10.2024 2.52% 0.34 CHF 0.35 CHF 150'000 75'000 132'403 75'000 51'888 CHF 30'429 CHF 94.37% 94.37%
02.10.2024 2.02% 0.48 CHF 0.49 CHF 110'000 75'000 106'162 75'000 52'077 CHF 37'577 CHF 99.17% 99.17%
01.10.2024 1.79% 0.49 CHF 0.50 CHF 110'000 75'000 94'396 75'000 52'296 CHF 42'452 CHF 99.17% 99.17%

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