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 4.50% 0.21 CHF 0.22 CHF 225'000 25'000 225'000 25'000 48'972 CHF 5'691 CHF 99.38% 99.38%
19.11.2024 5.11% 0.19 CHF 0.20 CHF 225'000 25'000 240'191 24'994 45'774 CHF 5'034 CHF 99.37% 99.37%
18.11.2024 4.01% 0.23 CHF 0.24 CHF 225'000 25'000 225'000 25'000 55'234 CHF 6'387 CHF 99.23% 99.23%
15.11.2024 3.16% 0.31 CHF 0.32 CHF 225'000 25'000 225'000 25'000 70'084 CHF 8'037 CHF 99.37% 99.37%
14.11.2024 2.89% 0.34 CHF 0.35 CHF 225'000 25'000 225'000 25'000 76'847 CHF 8'789 CHF 99.38% 99.38%
13.11.2024 3.41% 0.32 CHF 0.33 CHF 225'000 25'000 225'000 25'000 64'992 CHF 7'471 CHF 99.37% 99.37%
12.11.2024 3.12% 0.29 CHF 0.30 CHF 224'999 25'000 224'999 25'000 71'149 CHF 8'155 CHF 99.37% 99.37%
11.11.2024 2.75% 0.35 CHF 0.36 CHF 224'999 25'000 224'999 25'000 80'710 CHF 9'218 CHF 99.37% 99.37%
08.11.2024 2.87% 0.36 CHF 0.37 CHF 224'999 25'000 224'999 25'000 77'440 CHF 8'854 CHF 99.38% 99.38%
07.11.2024 2.53% 0.38 CHF 0.39 CHF 225'000 25'000 225'000 25'000 87'858 CHF 10'012 CHF 99.28% 99.28%

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