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 5.68% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 78'395 CHF 27'632 CHF 98.68% 98.68%
19.11.2024 4.96% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 88'564 CHF 31'021 CHF 99.37% 99.37%
18.11.2024 5.11% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 86'022 CHF 30'174 CHF 99.26% 99.26%
15.11.2024 5.15% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 85'531 CHF 30'010 CHF 99.38% 99.38%
14.11.2024 5.08% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 86'296 CHF 30'265 CHF 99.37% 99.37%
13.11.2024 5.27% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 83'348 CHF 29'283 CHF 99.37% 99.37%
12.11.2024 5.61% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 78'146 CHF 27'549 CHF 99.38% 99.38%
11.11.2024 5.40% 0.21 CHF 0.22 CHF 450'000 150'000 450'000 149'965 81'171 CHF 28'550 CHF 99.38% 99.38%
08.11.2024 5.57% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 79'231 CHF 27'910 CHF 99.38% 99.38%
07.11.2024 4.78% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 92'745 CHF 32'415 CHF 98.37% 98.37%

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