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 4.24% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 103'839 CHF 36'113 CHF 99.36% 99.36%
19.11.2024 4.32% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 101'959 CHF 35'486 CHF 99.37% 99.37%
18.11.2024 4.49% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 98'062 CHF 34'187 CHF 98.89% 98.89%
15.11.2024 4.16% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 105'953 CHF 36'818 CHF 99.37% 99.37%
14.11.2024 4.66% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 94'382 CHF 32'961 CHF 99.37% 99.37%
13.11.2024 5.14% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 85'552 CHF 30'018 CHF 99.07% 99.07%
12.11.2024 7.28% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 59'739 CHF 21'413 CHF 99.37% 99.37%
11.11.2024 8.52% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 50'657 CHF 18'386 CHF 99.37% 99.37%
08.11.2024 12.14% 0.10 CHF 0.11 CHF 450'000 150'000 506'688 150'000 38'815 CHF 13'292 CHF 99.37% 99.37%
07.11.2024 11.00% 0.07 CHF 0.08 CHF 1'500'000 150'000 1'500'000 150'000 130'715 CHF 14'572 CHF 99.30% 99.30%

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