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 3.97% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 111'166 CHF 38'555 CHF 99.22% 99.22%
19.11.2024 4.51% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 98'315 CHF 34'272 CHF 99.34% 99.34%
18.11.2024 4.31% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 102'243 CHF 35'581 CHF 99.37% 99.37%
15.11.2024 3.61% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 122'412 CHF 42'304 CHF 99.37% 99.37%
14.11.2024 4.05% 0.27 CHF 0.28 CHF 450'000 150'000 450'000 150'000 109'452 CHF 37'984 CHF 98.19% 98.19%
13.11.2024 3.86% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 114'418 CHF 39'639 CHF 99.35% 99.35%
12.11.2024 4.82% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 91'606 CHF 32'035 CHF 96.15% 96.15%
11.11.2024 5.41% 0.20 CHF 0.21 CHF 450'000 150'000 450'000 150'000 81'215 CHF 28'572 CHF 98.27% 98.27%
08.11.2024 6.00% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 72'856 CHF 25'785 CHF 99.26% 99.26%
07.11.2024 6.91% 0.16 CHF 0.17 CHF 450'000 150'000 569'325 189'775 79'404 CHF 28'366 CHF 98.61% 98.61%

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