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
22.11.2024 4.50% 0.21 CHF 0.22 CHF 450'000 150'000 442'217 147'406 96'029 CHF 33'484 CHF 99.17% 99.17%
20.11.2024 4.28% 0.23 CHF 0.24 CHF 450'000 150'000 446'110 148'703 101'979 CHF 35'480 CHF 99.38% 99.38%
19.11.2024 4.19% 0.23 CHF 0.24 CHF 450'000 150'000 333'184 111'061 77'621 CHF 26'984 CHF 99.38% 99.38%
18.11.2024 4.36% 0.21 CHF 0.22 CHF 450'000 150'000 390'053 130'018 87'308 CHF 30'403 CHF 99.26% 99.26%
15.11.2024 3.90% 0.24 CHF 0.25 CHF 300'000 100'000 300'000 100'000 75'465 CHF 26'155 CHF 99.38% 99.38%
14.11.2024 3.63% 0.27 CHF 0.28 CHF 300'000 100'000 300'000 100'000 81'293 CHF 28'098 CHF 99.38% 99.38%
13.11.2024 3.42% 0.28 CHF 0.29 CHF 300'000 100'000 300'000 100'000 86'247 CHF 29'749 CHF 99.37% 99.37%
12.11.2024 3.64% 0.28 CHF 0.29 CHF 300'000 100'000 300'000 100'000 80'945 CHF 27'982 CHF 99.37% 99.37%
11.11.2024 3.66% 0.27 CHF 0.28 CHF 300'000 100'000 300'000 100'000 80'493 CHF 27'831 CHF 99.38% 99.38%
08.11.2024 3.78% 0.25 CHF 0.26 CHF 300'000 100'000 300'000 100'000 77'979 CHF 26'993 CHF 99.38% 99.38%

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