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 3.80% 0.25 CHF 0.26 CHF 450'000 150'000 450'000 150'000 116'505 CHF 40'335 CHF 99.31% 99.31%
19.11.2024 4.23% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 104'664 CHF 36'388 CHF 96.46% 96.46%
18.11.2024 3.93% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 112'446 CHF 38'982 CHF 96.27% 96.27%
15.11.2024 4.49% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 98'197 CHF 34'233 CHF 96.39% 96.39%
14.11.2024 5.06% 0.21 CHF 0.22 CHF 450'000 150'000 464'679 154'893 89'526 CHF 31'391 CHF 99.27% 99.27%
13.11.2024 5.67% 0.17 CHF 0.18 CHF 600'000 200'000 550'951 183'650 94'362 CHF 33'291 CHF 98.83% 98.83%
12.11.2024 4.91% 0.17 CHF 0.18 CHF 600'000 200'000 465'667 155'222 92'688 CHF 32'448 CHF 99.38% 99.38%
11.11.2024 3.65% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 121'111 CHF 41'870 CHF 99.27% 99.27%
08.11.2024 3.97% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 111'471 CHF 38'657 CHF 99.36% 99.36%
07.11.2024 3.57% 0.27 CHF 0.28 CHF 450'000 150'000 450'000 150'000 124'694 CHF 43'065 CHF 98.70% 98.70%

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