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 3.66% 0.25 CHF 0.26 CHF 450'000 150'000 450'000 150'000 121'107 CHF 41'869 CHF 99.38% 99.38%
19.11.2024 3.63% 0.29 CHF 0.30 CHF 450'000 150'000 450'000 150'000 121'771 CHF 42'090 CHF 99.38% 99.38%
18.11.2024 3.64% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 121'655 CHF 42'052 CHF 99.22% 99.22%
15.11.2024 3.16% 0.29 CHF 0.30 CHF 450'000 150'000 450'000 150'000 140'429 CHF 48'310 CHF 99.38% 99.38%
14.11.2024 3.09% 0.32 CHF 0.33 CHF 450'000 150'000 404'767 134'922 128'879 CHF 44'309 CHF 99.38% 99.38%
13.11.2024 3.15% 0.31 CHF 0.32 CHF 450'000 150'000 446'783 148'928 139'409 CHF 47'959 CHF 99.37% 99.37%
12.11.2024 2.99% 0.32 CHF 0.33 CHF 450'000 150'000 320'604 106'868 105'510 CHF 36'239 CHF 99.37% 99.37%
11.11.2024 2.69% 0.36 CHF 0.37 CHF 300'000 100'000 300'000 100'000 110'055 CHF 37'685 CHF 99.37% 99.37%
08.11.2024 2.76% 0.36 CHF 0.37 CHF 300'000 100'000 300'000 100'000 107'378 CHF 36'793 CHF 99.36% 99.36%
07.11.2024 2.66% 0.37 CHF 0.38 CHF 300'000 100'000 300'000 100'000 111'338 CHF 38'113 CHF 99.28% 99.28%

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