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 3.87% 0.24 CHF 0.25 CHF 50'000 50'000 50'000 50'000 12'691 CHF 13'191 CHF 99.95% 99.95%
19.11.2024 4.14% 0.25 CHF 0.26 CHF 50'000 50'000 50'000 50'000 11'849 CHF 12'349 CHF 99.82% 99.82%
18.11.2024 4.35% 0.23 CHF 0.24 CHF 50'000 50'000 50'000 50'000 11'248 CHF 11'748 CHF 99.93% 99.93%
15.11.2024 4.17% 0.23 CHF 0.24 CHF 50'000 50'000 50'000 50'000 11'750 CHF 12'250 CHF 100.00% 100.00%
14.11.2024 4.46% 0.23 CHF 0.24 CHF 50'000 50'000 50'000 50'000 10'980 CHF 11'480 CHF 99.63% 99.63%
13.11.2024 5.01% 0.20 CHF 0.21 CHF 50'000 50'000 50'000 50'000 9'751 CHF 10'251 CHF 99.96% 99.96%
12.11.2024 3.81% 0.23 CHF 0.24 CHF 50'000 50'000 50'000 50'000 12'915 CHF 13'415 CHF 99.83% 99.83%
11.11.2024 3.03% 0.30 CHF 0.31 CHF 50'000 50'000 50'000 50'000 16'291 CHF 16'791 CHF 99.81% 99.81%
08.11.2024 3.12% 0.31 CHF 0.32 CHF 50'000 50'000 50'000 50'000 15'787 CHF 16'287 CHF 99.82% 99.82%
07.11.2024 3.06% 0.32 CHF 0.33 CHF 50'000 50'000 50'000 50'000 16'074 CHF 16'574 CHF 99.88% 99.88%

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