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 2.88% 0.36 CHF 0.37 CHF 450'000 150'000 450'000 150'000 153'926 CHF 52'809 CHF 98.88% 98.88%
19.11.2024 3.12% 0.32 CHF 0.33 CHF 450'000 150'000 450'000 150'000 142'257 CHF 48'919 CHF 98.87% 98.87%
18.11.2024 3.80% 0.27 CHF 0.28 CHF 450'000 150'000 450'000 150'000 116'515 CHF 40'339 CHF 96.71% 96.71%
15.11.2024 4.05% 0.25 CHF 0.26 CHF 450'000 150'000 450'000 150'000 109'108 CHF 37'869 CHF 99.37% 99.37%
14.11.2024 4.73% 0.16 CHF 0.17 CHF 450'000 150'000 450'000 150'000 93'961 CHF 32'820 CHF 99.37% 99.37%
13.11.2024 4.15% 0.21 CHF 0.22 CHF 450'000 150'000 450'000 150'000 106'687 CHF 37'062 CHF 96.88% 96.88%
12.11.2024 4.09% 0.23 CHF 0.24 CHF 450'000 150'000 450'000 150'000 108'087 CHF 37'529 CHF 96.88% 96.88%
11.11.2024 3.35% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 132'380 CHF 45'627 CHF 96.88% 96.88%
08.11.2024 2.94% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 150'993 CHF 51'831 CHF 93.42% 93.42%
07.11.2024 3.02% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 146'775 CHF 50'425 CHF 97.91% 97.91%

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