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 4.19% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 105'603 CHF 36'701 CHF 98.94% 98.94%
19.11.2024 4.66% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 95'485 CHF 33'328 CHF 90.20% 90.20%
18.11.2024 3.21% 0.30 CHF 0.31 CHF 450'000 150'000 450'000 150'000 138'133 CHF 47'545 CHF 97.15% 97.15%
15.11.2024 2.88% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 154'037 CHF 52'846 CHF 98.34% 98.34%
14.11.2024 3.00% 0.38 CHF 0.39 CHF 450'000 150'000 450'000 150'000 149'275 CHF 51'258 CHF 98.90% 98.90%
13.11.2024 3.39% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 131'985 CHF 45'495 CHF 96.41% 96.41%
12.11.2024 2.51% 0.39 CHF 0.40 CHF 450'000 150'000 450'000 150'000 179'341 CHF 61'280 CHF 93.99% 93.99%
11.11.2024 3.38% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 133'173 CHF 45'891 CHF 97.90% 97.90%
08.11.2024 4.59% 0.21 CHF 0.22 CHF 450'000 150'000 450'000 150'000 96'430 CHF 33'643 CHF 93.11% 93.11%
07.11.2024 4.17% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 105'731 CHF 36'744 CHF 98.18% 98.18%

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