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 6.63% 0.15 CHF 0.16 CHF 250'000 100'000 250'000 100'000 36'521 CHF 15'608 CHF 99.17% 99.17%
19.11.2024 6.48% 0.14 CHF 0.15 CHF 250'000 100'000 250'000 100'000 37'343 CHF 15'937 CHF 99.17% 99.17%
18.11.2024 6.77% 0.15 CHF 0.16 CHF 250'000 100'000 250'000 100'000 35'720 CHF 15'288 CHF 99.23% 99.23%
15.11.2024 6.78% 0.13 CHF 0.14 CHF 250'000 100'000 250'000 100'000 35'702 CHF 15'281 CHF 99.17% 99.17%
14.11.2024 6.41% 0.15 CHF 0.16 CHF 250'000 100'000 250'000 100'000 37'768 CHF 16'107 CHF 99.16% 99.16%
13.11.2024 6.00% 0.16 CHF 0.17 CHF 250'000 100'000 250'000 100'000 40'454 CHF 17'182 CHF 99.17% 99.17%
12.11.2024 5.71% 0.18 CHF 0.19 CHF 250'000 100'000 250'000 100'000 42'595 CHF 18'038 CHF 99.17% 99.17%
11.11.2024 6.97% 0.15 CHF 0.16 CHF 250'000 100'000 250'000 100'000 34'719 CHF 14'888 CHF 99.17% 99.17%
08.11.2024 6.75% 0.14 CHF 0.15 CHF 250'000 100'000 250'000 100'000 35'831 CHF 15'332 CHF 99.17% 99.17%
07.11.2024 6.81% 0.15 CHF 0.16 CHF 250'000 100'000 250'000 100'000 35'489 CHF 15'196 CHF 98.65% 98.65%

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