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 8.40% 0.10 CHF 0.11 CHF 450'000 150'000 450'000 150'000 51'704 CHF 18'735 CHF 99.17% 99.17%
19.11.2024 9.69% 0.10 CHF 0.11 CHF 450'000 150'000 450'000 150'000 44'502 CHF 16'334 CHF 99.16% 99.16%
18.11.2024 6.81% 0.13 CHF 0.14 CHF 450'000 150'000 450'000 150'000 64'467 CHF 22'989 CHF 99.22% 99.22%
15.11.2024 6.52% 0.16 CHF 0.17 CHF 450'000 150'000 450'000 150'000 67'157 CHF 23'886 CHF 99.16% 99.16%
14.11.2024 7.39% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 59'076 CHF 21'192 CHF 99.15% 99.15%
13.11.2024 7.84% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 55'195 CHF 19'898 CHF 99.16% 99.16%
12.11.2024 8.04% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 53'769 CHF 19'423 CHF 99.17% 99.17%
11.11.2024 5.07% 0.17 CHF 0.18 CHF 450'000 150'000 435'031 145'010 83'640 CHF 29'330 CHF 99.16% 99.16%
08.11.2024 6.48% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 67'405 CHF 23'968 CHF 99.16% 99.16%
07.11.2024 6.49% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 67'167 CHF 23'889 CHF 98.18% 98.18%

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