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 5.34% 0.19 CHF 0.20 CHF 250'000 100'000 250'000 100'000 45'568 CHF 19'227 CHF 99.37% 99.37%
19.11.2024 4.52% 0.21 CHF 0.22 CHF 250'000 100'000 250'000 100'000 54'104 CHF 22'641 CHF 99.38% 99.38%
18.11.2024 4.70% 0.20 CHF 0.21 CHF 250'000 100'000 250'000 100'000 51'936 CHF 21'774 CHF 99.38% 99.38%
15.11.2024 5.12% 0.20 CHF 0.21 CHF 250'000 100'000 250'000 100'000 47'589 CHF 20'036 CHF 99.38% 99.38%
14.11.2024 4.96% 0.19 CHF 0.20 CHF 250'000 100'000 250'000 100'000 49'285 CHF 20'714 CHF 99.38% 99.38%
13.11.2024 4.77% 0.22 CHF 0.23 CHF 250'000 100'000 250'000 100'000 51'307 CHF 21'523 CHF 99.37% 99.37%
12.11.2024 5.16% 0.22 CHF 0.23 CHF 250'000 100'000 250'000 100'000 47'593 CHF 20'037 CHF 99.37% 99.37%
11.11.2024 6.10% 0.15 CHF 0.16 CHF 250'000 100'000 250'000 100'000 39'813 CHF 16'925 CHF 99.38% 99.38%
08.11.2024 5.85% 0.16 CHF 0.17 CHF 250'000 100'000 250'000 100'000 41'578 CHF 17'631 CHF 99.37% 99.37%
07.11.2024 5.41% 0.18 CHF 0.19 CHF 250'000 100'000 250'000 100'000 45'000 CHF 19'000 CHF 1.12% 1.12%

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