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 2.60% 0.38 CHF 0.39 CHF 450'000 150'000 450'000 150'000 171'189 CHF 58'563 CHF 98.83% 98.83%
19.11.2024 2.62% 0.39 CHF 0.40 CHF 450'000 150'000 450'000 150'000 169'835 CHF 58'112 CHF 99.17% 99.17%
18.11.2024 2.79% 0.35 CHF 0.36 CHF 450'000 150'000 450'000 150'000 159'345 CHF 54'615 CHF 99.22% 99.22%
15.11.2024 3.13% 0.33 CHF 0.34 CHF 450'000 150'000 450'000 150'000 141'426 CHF 48'642 CHF 99.16% 99.16%
14.11.2024 3.29% 0.29 CHF 0.30 CHF 450'000 150'000 450'000 150'000 134'712 CHF 46'404 CHF 99.15% 99.15%
13.11.2024 3.26% 0.31 CHF 0.32 CHF 450'000 150'000 450'000 150'000 135'985 CHF 46'828 CHF 98.96% 98.96%
12.11.2024 3.62% 0.30 CHF 0.31 CHF 450'000 150'000 450'000 150'000 122'566 CHF 42'355 CHF 99.16% 99.16%
11.11.2024 4.51% 0.22 CHF 0.23 CHF 450'000 150'000 450'000 150'000 97'664 CHF 34'055 CHF 99.17% 99.17%
08.11.2024 3.76% 0.25 CHF 0.26 CHF 450'000 150'000 450'000 150'000 117'402 CHF 40'634 CHF 99.16% 99.16%
07.11.2024 3.95% 0.25 CHF 0.26 CHF 450'000 150'000 450'000 150'000 111'766 CHF 38'755 CHF 97.77% 97.77%

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