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 5.33% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 82'236 CHF 28'912 CHF 99.37% 99.37%
19.11.2024 5.43% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 80'692 CHF 28'397 CHF 99.38% 99.38%
18.11.2024 5.70% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 76'678 CHF 27'059 CHF 98.89% 98.89%
15.11.2024 5.21% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 84'193 CHF 29'564 CHF 99.38% 99.38%
14.11.2024 5.92% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 73'890 CHF 26'130 CHF 99.37% 99.37%
13.11.2024 6.49% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 67'366 CHF 23'955 CHF 99.07% 99.07%
12.11.2024 9.40% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 45'748 CHF 16'750 CHF 99.38% 99.38%
11.11.2024 11.46% 0.09 CHF 0.10 CHF 450'000 150'000 450'000 150'000 37'090 CHF 13'863 CHF 99.37% 99.37%
08.11.2024 18.76% 0.07 CHF 0.08 CHF 450'000 150'000 506'697 150'000 24'757 CHF 9'139 CHF 99.37% 99.37%
07.11.2024 15.64% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 92'217 CHF 10'722 CHF 99.29% 99.29%

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