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 6.72% 0.16 CHF 0.17 CHF 450'000 150'000 450'000 150'000 65'886 CHF 23'462 CHF 98.68% 98.68%
19.11.2024 7.73% 0.13 CHF 0.14 CHF 450'000 150'000 450'000 150'000 56'292 CHF 20'264 CHF 99.38% 99.38%
18.11.2024 8.88% 0.10 CHF 0.11 CHF 450'000 150'000 450'000 150'000 48'538 CHF 17'679 CHF 99.26% 99.26%
15.11.2024 8.04% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 53'978 CHF 19'493 CHF 99.38% 99.38%
14.11.2024 7.62% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 56'962 CHF 20'487 CHF 99.37% 99.37%
13.11.2024 6.51% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 66'920 CHF 23'807 CHF 99.37% 99.37%
12.11.2024 7.05% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 61'638 CHF 22'046 CHF 99.38% 99.38%
11.11.2024 7.42% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 58'847 CHF 21'116 CHF 99.38% 99.38%
08.11.2024 6.05% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 72'373 CHF 25'624 CHF 99.37% 99.37%
07.11.2024 7.31% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 59'500 CHF 21'334 CHF 98.38% 98.38%

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