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 5.14% 0.21 CHF 0.22 CHF 450'000 150'000 450'000 150'000 85'342 CHF 29'947 CHF 99.37% 99.37%
19.11.2024 5.24% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 83'685 CHF 29'395 CHF 99.37% 99.37%
18.11.2024 5.41% 0.18 CHF 0.19 CHF 450'000 150'000 450'000 150'000 80'932 CHF 28'477 CHF 98.89% 98.89%
15.11.2024 4.86% 0.19 CHF 0.20 CHF 450'000 150'000 450'000 150'000 90'479 CHF 31'660 CHF 99.37% 99.37%
14.11.2024 5.13% 0.20 CHF 0.21 CHF 450'000 150'000 450'000 150'000 85'499 CHF 30'000 CHF 99.37% 99.37%
13.11.2024 5.54% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 79'216 CHF 27'905 CHF 99.06% 99.06%
12.11.2024 7.64% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 56'809 CHF 20'436 CHF 99.37% 99.37%
11.11.2024 10.01% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 42'955 CHF 15'818 CHF 99.37% 99.37%
08.11.2024 15.02% 0.09 CHF 0.10 CHF 450'000 150'000 506'689 150'000 31'388 CHF 11'194 CHF 99.37% 99.37%
07.11.2024 15.71% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 89'222 CHF 10'422 CHF 99.30% 99.30%

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