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 7.47% 0.12 CHF 0.13 CHF 750'000 250'000 750'000 250'000 96'824 CHF 34'775 CHF 99.37% 99.37%
19.11.2024 7.80% 0.12 CHF 0.13 CHF 750'000 250'000 750'000 250'000 92'569 CHF 33'357 CHF 99.37% 99.37%
18.11.2024 6.68% 0.14 CHF 0.15 CHF 750'000 250'000 750'000 250'000 108'811 CHF 38'770 CHF 99.22% 99.22%
15.11.2024 5.46% 0.16 CHF 0.17 CHF 750'000 250'000 750'000 250'000 133'911 CHF 47'137 CHF 99.37% 99.37%
14.11.2024 4.54% 0.21 CHF 0.22 CHF 750'000 250'000 750'000 250'000 161'531 CHF 56'344 CHF 99.37% 99.37%
13.11.2024 4.59% 0.22 CHF 0.23 CHF 750'000 250'000 750'000 250'000 159'567 CHF 55'689 CHF 99.37% 99.37%
12.11.2024 3.97% 0.24 CHF 0.25 CHF 750'000 250'000 750'000 250'000 185'370 CHF 64'290 CHF 99.37% 99.37%
11.11.2024 3.59% 0.27 CHF 0.28 CHF 750'000 250'000 750'000 250'000 205'204 CHF 70'901 CHF 99.37% 99.37%
08.11.2024 4.07% 0.25 CHF 0.26 CHF 750'000 250'000 750'000 250'000 180'661 CHF 62'720 CHF 99.36% 99.36%
07.11.2024 4.44% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 165'801 CHF 57'767 CHF 99.28% 99.28%

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