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 8.24% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 53'735 CHF 19'412 CHF 98.68% 98.68%
19.11.2024 7.04% 0.13 CHF 0.14 CHF 450'000 150'000 450'000 150'000 61'988 CHF 22'163 CHF 99.37% 99.37%
18.11.2024 7.55% 0.13 CHF 0.14 CHF 450'000 150'000 450'000 150'000 57'487 CHF 20'662 CHF 99.26% 99.26%
15.11.2024 7.18% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 60'999 CHF 21'833 CHF 99.38% 99.38%
14.11.2024 7.02% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 61'938 CHF 22'146 CHF 99.37% 99.37%
13.11.2024 7.40% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 58'967 CHF 21'156 CHF 99.37% 99.37%
12.11.2024 7.91% 0.09 CHF 0.10 CHF 450'000 150'000 450'000 150'000 54'865 CHF 19'788 CHF 99.38% 99.38%
11.11.2024 7.86% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 55'124 CHF 19'875 CHF 99.38% 99.38%
08.11.2024 7.87% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 56'084 CHF 20'195 CHF 99.38% 99.38%
07.11.2024 6.79% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 65'168 CHF 23'223 CHF 98.37% 98.37%

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