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 4.04% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 109'245 CHF 37'915 CHF 99.37% 99.37%
19.11.2024 4.67% 0.21 CHF 0.22 CHF 450'000 150'000 227'179 150'000 47'842 CHF 32'919 CHF 99.37% 99.37%
18.11.2024 4.40% 0.22 CHF 0.23 CHF 150'000 150'000 150'000 150'000 33'334 CHF 34'834 CHF 99.22% 99.22%
15.11.2024 4.39% 0.22 CHF 0.23 CHF 150'000 150'000 150'000 150'000 33'407 CHF 34'907 CHF 99.38% 99.38%
14.11.2024 3.95% 0.25 CHF 0.26 CHF 150'000 150'000 150'000 150'000 37'202 CHF 38'702 CHF 99.37% 99.37%
13.11.2024 3.82% 0.25 CHF 0.26 CHF 150'000 150'000 150'000 149'944 38'475 CHF 39'960 CHF 99.36% 99.36%
12.11.2024 3.48% 0.27 CHF 0.28 CHF 150'000 150'000 151'312 149'936 42'724 CHF 43'830 CHF 99.37% 99.37%
11.11.2024 3.14% 0.30 CHF 0.31 CHF 450'000 150'000 450'000 149'951 141'143 CHF 48'532 CHF 99.37% 99.37%
08.11.2024 3.04% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 145'843 CHF 50'115 CHF 99.25% 99.25%
07.11.2024 2.93% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 151'565 CHF 52'022 CHF 99.29% 99.29%

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