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 5.28% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 82'956 CHF 29'152 CHF 99.38% 99.38%
19.11.2024 5.41% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 81'040 CHF 28'513 CHF 99.38% 99.38%
18.11.2024 5.23% 0.20 CHF 0.21 CHF 450'000 150'000 450'000 150'000 83'922 CHF 29'474 CHF 99.25% 99.25%
15.11.2024 5.40% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 81'162 CHF 28'554 CHF 99.38% 99.38%
14.11.2024 5.68% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 77'140 CHF 27'213 CHF 99.37% 99.37%
13.11.2024 6.15% 0.16 CHF 0.17 CHF 450'000 150'000 450'000 150'000 70'975 CHF 25'158 CHF 99.37% 99.37%
12.11.2024 5.79% 0.16 CHF 0.17 CHF 450'000 150'000 450'000 150'000 75'457 CHF 26'652 CHF 99.38% 99.38%
11.11.2024 5.64% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 77'541 CHF 27'347 CHF 99.38% 99.38%
08.11.2024 5.44% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 80'764 CHF 28'421 CHF 99.38% 99.38%
07.11.2024 5.72% 0.16 CHF 0.17 CHF 450'000 150'000 450'000 150'000 76'397 CHF 26'966 CHF 98.38% 98.38%

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