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 3.28% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 135'187 CHF 46'562 CHF 99.17% 99.17%
19.11.2024 3.39% 0.27 CHF 0.28 CHF 450'000 150'000 449'999 150'000 130'527 CHF 45'009 CHF 99.16% 99.16%
18.11.2024 4.18% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 105'437 CHF 36'646 CHF 99.22% 99.22%
15.11.2024 4.12% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 106'888 CHF 37'130 CHF 99.17% 99.17%
14.11.2024 4.13% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 106'898 CHF 37'133 CHF 99.15% 99.15%
13.11.2024 4.62% 0.23 CHF 0.24 CHF 450'000 150'000 556'205 185'402 117'521 CHF 41'028 CHF 99.16% 99.16%
12.11.2024 4.00% 0.24 CHF 0.25 CHF 450'000 150'000 450'000 150'000 110'403 CHF 38'301 CHF 99.17% 99.17%
11.11.2024 4.40% 0.23 CHF 0.24 CHF 450'000 150'000 535'517 178'506 118'769 CHF 41'375 CHF 99.16% 99.16%
08.11.2024 5.56% 0.21 CHF 0.22 CHF 600'000 200'000 600'000 200'000 105'838 CHF 37'279 CHF 99.17% 99.17%
07.11.2024 5.58% 0.16 CHF 0.17 CHF 600'000 200'000 600'000 200'000 104'595 CHF 36'865 CHF 98.18% 98.18%

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