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 6.91% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 62'871 CHF 22'457 CHF 99.38% 99.38%
19.11.2024 7.03% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 61'893 CHF 22'131 CHF 99.38% 99.38%
18.11.2024 6.67% 0.16 CHF 0.17 CHF 450'000 150'000 450'000 150'000 65'378 CHF 23'293 CHF 99.26% 99.26%
15.11.2024 7.39% 0.13 CHF 0.14 CHF 450'000 150'000 450'000 150'000 58'635 CHF 21'045 CHF 99.38% 99.38%
14.11.2024 7.91% 0.13 CHF 0.14 CHF 450'000 150'000 450'000 150'000 54'794 CHF 19'765 CHF 99.37% 99.37%
13.11.2024 8.68% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 49'619 CHF 18'040 CHF 99.38% 99.38%
12.11.2024 8.01% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 53'913 CHF 19'471 CHF 99.38% 99.38%
11.11.2024 7.87% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 54'986 CHF 19'829 CHF 99.38% 99.38%
08.11.2024 7.20% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 60'381 CHF 21'627 CHF 99.38% 99.38%
07.11.2024 7.44% 0.13 CHF 0.14 CHF 450'000 150'000 450'000 150'000 58'268 CHF 20'923 CHF 98.38% 98.38%

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