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
26.11.2024 4.32% 0.24 CHF 0.25 CHF 200'000 200'000 200'000 200'000 45'574 CHF 47'574 CHF 97.44% 97.44%
25.11.2024 4.96% 0.16 CHF 0.17 CHF 200'000 200'000 200'000 200'000 39'522 CHF 41'522 CHF 99.48% 99.48%
22.11.2024 3.73% 0.22 CHF 0.23 CHF 200'000 200'000 200'000 200'000 53'152 CHF 55'152 CHF 99.50% 99.50%
20.11.2024 4.81% 0.26 CHF 0.27 CHF 200'000 200'000 200'000 200'000 40'974 CHF 42'974 CHF 99.53% 99.53%
19.11.2024 4.90% 0.20 CHF 0.21 CHF 200'000 200'000 200'000 200'000 40'474 CHF 42'474 CHF 99.55% 99.55%
18.11.2024 8.04% 0.11 CHF 0.12 CHF 200'000 200'000 200'000 200'000 24'160 CHF 26'160 CHF 99.57% 99.57%
15.11.2024 6.31% 0.15 CHF 0.16 CHF 200'000 200'000 200'000 200'000 30'977 CHF 32'977 CHF 98.92% 98.92%
14.11.2024 4.14% 0.20 CHF 0.21 CHF 200'000 200'000 200'000 200'000 48'073 CHF 50'073 CHF 98.73% 98.73%
13.11.2024 3.17% 0.33 CHF 0.34 CHF 200'000 200'000 200'000 200'000 62'270 CHF 64'270 CHF 96.69% 96.69%
12.11.2024 5.49% 0.26 CHF 0.27 CHF 200'000 200'000 200'000 200'000 36'278 CHF 38'278 CHF 99.44% 99.44%

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