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 3.94% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 112'244 CHF 38'915 CHF 99.17% 99.17%
19.11.2024 3.82% 0.25 CHF 0.26 CHF 450'000 150'000 450'000 150'000 115'743 CHF 40'081 CHF 99.16% 99.16%
18.11.2024 3.56% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 124'188 CHF 42'896 CHF 99.23% 99.23%
15.11.2024 3.40% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 130'131 CHF 44'877 CHF 99.17% 99.17%
14.11.2024 3.53% 0.29 CHF 0.30 CHF 450'000 150'000 450'000 150'000 125'399 CHF 43'300 CHF 99.16% 99.16%
13.11.2024 3.55% 0.28 CHF 0.29 CHF 450'000 150'000 450'000 150'000 124'745 CHF 43'082 CHF 99.16% 99.16%
12.11.2024 3.58% 0.25 CHF 0.26 CHF 450'000 150'000 450'000 150'000 123'592 CHF 42'697 CHF 99.16% 99.16%
11.11.2024 3.03% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 146'538 CHF 50'346 CHF 99.17% 99.17%
08.11.2024 3.29% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 134'929 CHF 46'476 CHF 99.17% 99.17%
07.11.2024 2.81% 0.34 CHF 0.35 CHF 450'000 150'000 371'102 123'701 129'803 CHF 44'505 CHF 98.26% 98.26%

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