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 8.18% 0.10 CHF 0.11 CHF 450'000 150'000 450'000 149'985 54'642 CHF 19'712 CHF 98.68% 98.68%
19.11.2024 6.76% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 64'474 CHF 22'991 CHF 99.38% 99.38%
18.11.2024 6.08% 0.16 CHF 0.17 CHF 450'000 150'000 450'000 149'997 71'863 CHF 25'454 CHF 99.26% 99.26%
15.11.2024 6.21% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 70'285 CHF 24'928 CHF 99.38% 99.38%
14.11.2024 5.99% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 72'967 CHF 25'822 CHF 99.38% 99.38%
13.11.2024 6.80% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 64'020 CHF 22'840 CHF 99.37% 99.37%
12.11.2024 6.27% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 69'577 CHF 24'692 CHF 99.38% 99.38%
11.11.2024 5.96% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 73'435 CHF 25'978 CHF 99.38% 99.38%
08.11.2024 6.84% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 63'696 CHF 22'732 CHF 99.38% 99.38%
07.11.2024 5.73% 0.16 CHF 0.17 CHF 450'000 150'000 449'946 150'000 76'390 CHF 26'966 CHF 98.38% 98.38%

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