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 3.84% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 115'057 CHF 39'852 CHF 99.26% 99.26%
19.11.2024 3.96% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 111'717 CHF 38'739 CHF 99.28% 99.28%
18.11.2024 3.60% 0.29 CHF 0.30 CHF 450'000 150'000 450'000 150'000 122'862 CHF 42'454 CHF 99.12% 99.12%
15.11.2024 3.72% 0.27 CHF 0.28 CHF 450'000 150'000 450'000 150'000 119'017 CHF 41'172 CHF 99.38% 99.38%
14.11.2024 4.16% 0.24 CHF 0.25 CHF 450'000 150'000 457'985 152'662 107'901 CHF 37'494 CHF 97.53% 97.53%
13.11.2024 5.78% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 101'485 CHF 35'829 CHF 99.37% 99.37%
12.11.2024 4.86% 0.16 CHF 0.17 CHF 600'000 200'000 566'417 188'806 113'969 CHF 39'878 CHF 99.25% 99.25%
11.11.2024 3.96% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 111'365 CHF 38'622 CHF 99.37% 99.37%
08.11.2024 3.80% 0.23 CHF 0.24 CHF 450'000 150'000 451'088 150'363 116'835 CHF 40'449 CHF 99.36% 99.36%
07.11.2024 3.29% 0.30 CHF 0.31 CHF 450'000 150'000 450'000 150'000 134'746 CHF 46'415 CHF 98.59% 98.59%

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