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 6.73% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 64'746 CHF 23'082 CHF 99.37% 99.37%
19.11.2024 7.05% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 61'685 CHF 22'062 CHF 99.38% 99.38%
18.11.2024 6.73% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 64'721 CHF 23'074 CHF 99.26% 99.26%
15.11.2024 7.39% 0.13 CHF 0.14 CHF 450'000 150'000 450'000 150'000 58'744 CHF 21'081 CHF 99.38% 99.38%
14.11.2024 7.92% 0.13 CHF 0.14 CHF 450'000 150'000 450'000 150'000 54'727 CHF 19'742 CHF 99.38% 99.38%
13.11.2024 8.63% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 49'894 CHF 18'132 CHF 99.38% 99.38%
12.11.2024 7.82% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 55'401 CHF 19'967 CHF 99.38% 99.38%
11.11.2024 7.79% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 55'623 CHF 20'041 CHF 99.38% 99.38%
08.11.2024 7.37% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 59'013 CHF 21'171 CHF 99.38% 99.38%
07.11.2024 7.50% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 57'796 CHF 20'765 CHF 98.38% 98.38%

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