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 4.31% 0.21 CHF 0.22 CHF 450'000 150'000 450'000 150'000 102'260 CHF 35'587 CHF 99.36% 99.36%
19.11.2024 4.08% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 108'274 CHF 37'591 CHF 99.28% 99.28%
18.11.2024 4.22% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 104'677 CHF 36'392 CHF 99.38% 99.38%
15.11.2024 4.31% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 102'246 CHF 35'582 CHF 99.39% 99.39%
14.11.2024 4.80% 0.21 CHF 0.22 CHF 450'000 150'000 450'000 150'000 91'629 CHF 32'043 CHF 98.02% 98.02%
13.11.2024 6.40% 0.16 CHF 0.17 CHF 600'000 200'000 600'000 200'000 90'929 CHF 32'310 CHF 99.35% 99.35%
12.11.2024 5.37% 0.15 CHF 0.16 CHF 600'000 200'000 473'424 157'808 85'734 CHF 30'156 CHF 98.70% 98.70%
11.11.2024 4.31% 0.21 CHF 0.22 CHF 450'000 150'000 450'000 150'000 102'262 CHF 35'588 CHF 99.37% 99.37%
08.11.2024 4.00% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 110'379 CHF 38'293 CHF 93.11% 93.11%
07.11.2024 3.37% 0.29 CHF 0.30 CHF 450'000 150'000 450'000 150'000 131'410 CHF 45'303 CHF 98.61% 98.61%

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