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 6.46% 0.13 CHF 0.14 CHF 450'000 150'000 450'000 150'000 68'994 CHF 24'498 CHF 98.68% 98.68%
19.11.2024 5.53% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 79'230 CHF 27'910 CHF 99.37% 99.37%
18.11.2024 5.08% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 86'396 CHF 30'299 CHF 99.26% 99.26%
15.11.2024 5.32% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 82'465 CHF 28'988 CHF 99.38% 99.38%
14.11.2024 5.23% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 83'889 CHF 29'463 CHF 99.37% 99.37%
13.11.2024 5.70% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 76'819 CHF 27'106 CHF 99.37% 99.37%
12.11.2024 5.30% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 82'753 CHF 29'084 CHF 99.38% 99.38%
11.11.2024 5.13% 0.21 CHF 0.22 CHF 450'000 150'000 450'000 150'000 85'554 CHF 30'018 CHF 99.38% 99.38%
08.11.2024 5.85% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 74'912 CHF 26'471 CHF 99.38% 99.38%
07.11.2024 4.94% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 88'937 CHF 31'146 CHF 98.38% 98.38%

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