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 7.28% 0.13 CHF 0.14 CHF 250'000 100'000 250'000 99'982 33'171 CHF 14'266 CHF 99.38% 99.38%
19.11.2024 7.60% 0.13 CHF 0.14 CHF 250'000 100'000 249'988 99'955 32'358 CHF 13'939 CHF 99.38% 99.38%
18.11.2024 4.79% 0.20 CHF 0.21 CHF 250'000 100'000 250'000 100'000 51'083 CHF 21'433 CHF 99.38% 99.38%
15.11.2024 4.40% 0.22 CHF 0.23 CHF 250'000 100'000 250'000 100'000 55'703 CHF 23'281 CHF 99.37% 99.37%
14.11.2024 3.47% 0.26 CHF 0.27 CHF 250'000 100'000 250'000 100'000 70'956 CHF 29'383 CHF 99.38% 99.38%
13.11.2024 3.02% 0.30 CHF 0.31 CHF 250'000 100'000 250'000 100'000 81'755 CHF 33'702 CHF 99.04% 99.04%
12.11.2024 2.52% 0.35 CHF 0.36 CHF 250'000 100'000 250'000 100'000 98'155 CHF 40'262 CHF 99.11% 99.11%
11.11.2024 2.59% 0.42 CHF 0.43 CHF 250'000 100'000 249'954 100'000 95'910 CHF 39'371 CHF 99.38% 99.38%
08.11.2024 3.43% 0.33 CHF 0.34 CHF 250'000 100'000 250'000 100'000 72'187 CHF 29'875 CHF 99.38% 99.38%
07.11.2024 4.45% 0.23 CHF 0.24 CHF 250'000 100'000 250'000 100'000 55'053 CHF 23'021 CHF 98.69% 98.69%

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