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
22.11.2024 3.67% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 120'377 CHF 41'626 CHF 99.16% 99.16%
20.11.2024 3.94% 0.27 CHF 0.28 CHF 450'000 150'000 450'000 150'000 112'123 CHF 38'874 CHF 99.16% 99.16%
19.11.2024 4.53% 0.24 CHF 0.25 CHF 450'000 150'000 461'017 153'672 99'537 CHF 34'716 CHF 99.17% 99.17%
18.11.2024 4.08% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 108'174 CHF 37'558 CHF 99.22% 99.22%
15.11.2024 3.73% 0.27 CHF 0.28 CHF 450'000 150'000 450'000 150'000 118'451 CHF 40'984 CHF 99.16% 99.16%
14.11.2024 3.94% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 112'268 CHF 38'923 CHF 99.16% 99.16%
13.11.2024 4.99% 0.20 CHF 0.21 CHF 450'000 150'000 548'916 182'972 107'008 CHF 37'499 CHF 99.16% 99.16%
12.11.2024 4.48% 0.21 CHF 0.22 CHF 450'000 150'000 450'000 150'000 98'390 CHF 34'297 CHF 99.15% 99.15%
11.11.2024 4.45% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 98'871 CHF 34'457 CHF 99.17% 99.17%
08.11.2024 4.88% 0.20 CHF 0.21 CHF 450'000 150'000 520'146 173'382 103'818 CHF 36'340 CHF 99.17% 99.17%

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