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 3.65% 0.24 CHF 0.25 CHF 150'000 50'000 150'000 50'000 40'414 CHF 13'972 CHF 99.38% 99.38%
19.11.2024 3.83% 0.29 CHF 0.30 CHF 150'000 50'000 150'000 50'000 38'567 CHF 13'356 CHF 99.38% 99.38%
18.11.2024 4.71% 0.23 CHF 0.24 CHF 150'000 50'000 150'000 50'000 31'159 CHF 10'886 CHF 97.58% 97.58%
15.11.2024 2.89% 0.24 CHF 0.25 CHF 150'000 50'000 150'000 50'000 52'563 CHF 18'021 CHF 99.38% 99.38%
14.11.2024 2.74% 0.31 CHF 0.32 CHF 150'000 50'000 150'000 50'000 59'119 CHF 20'206 CHF 93.45% 93.45%
13.11.2024 1.66% 0.59 CHF 0.60 CHF 150'000 50'000 150'000 50'000 89'540 CHF 30'347 CHF 96.86% 96.86%
12.11.2024 1.62% 0.62 CHF 0.63 CHF 150'000 50'000 150'000 50'000 92'096 CHF 31'199 CHF 96.83% 96.83%
11.11.2024 1.55% 0.62 CHF 0.63 CHF 150'000 50'000 150'000 50'000 95'773 CHF 32'424 CHF 99.14% 99.14%
08.11.2024 1.52% 0.66 CHF 0.67 CHF 150'000 50'000 150'000 50'000 97'988 CHF 33'163 CHF 90.37% 90.37%
07.11.2024 1.53% 0.65 CHF 0.66 CHF 150'000 50'000 150'000 50'000 97'538 CHF 33'013 CHF 97.31% 97.31%

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