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 4.26% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 103'560 CHF 36'020 CHF 99.17% 99.17%
19.11.2024 4.02% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 109'649 CHF 38'050 CHF 99.17% 99.17%
18.11.2024 3.77% 0.27 CHF 0.28 CHF 450'000 150'000 450'000 150'000 117'224 CHF 40'575 CHF 99.23% 99.23%
15.11.2024 3.67% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 120'562 CHF 41'688 CHF 99.17% 99.17%
14.11.2024 3.81% 0.27 CHF 0.28 CHF 450'000 150'000 450'000 150'000 115'942 CHF 40'147 CHF 99.16% 99.16%
13.11.2024 3.62% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 122'137 CHF 42'212 CHF 99.16% 99.16%
12.11.2024 3.64% 0.25 CHF 0.26 CHF 450'000 150'000 450'000 150'000 121'476 CHF 41'992 CHF 99.17% 99.17%
11.11.2024 3.08% 0.33 CHF 0.34 CHF 300'000 100'000 300'000 100'000 96'072 CHF 33'024 CHF 99.17% 99.17%
08.11.2024 3.25% 0.31 CHF 0.32 CHF 450'000 150'000 402'799 134'266 121'619 CHF 41'882 CHF 99.17% 99.17%
07.11.2024 2.81% 0.36 CHF 0.37 CHF 300'000 100'000 300'000 100'000 105'141 CHF 36'047 CHF 98.26% 98.26%

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