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 5.12% 0.17 CHF 0.18 CHF 50'000 50'000 50'000 50'000 9'547 CHF 10'047 CHF 99.97% 99.97%
19.11.2024 5.18% 0.20 CHF 0.21 CHF 50'000 50'000 50'000 50'000 9'451 CHF 9'951 CHF 99.82% 99.82%
18.11.2024 4.15% 0.23 CHF 0.24 CHF 50'000 50'000 50'000 50'000 11'807 CHF 12'307 CHF 99.93% 99.93%
15.11.2024 3.92% 0.24 CHF 0.25 CHF 50'000 50'000 49'958 50'000 12'500 CHF 13'010 CHF 100.00% 100.00%
14.11.2024 4.63% 0.23 CHF 0.24 CHF 50'000 50'000 50'000 49'977 10'614 CHF 11'110 CHF 99.64% 99.64%
13.11.2024 4.47% 0.22 CHF 0.23 CHF 50'000 50'000 50'000 50'000 10'974 CHF 11'474 CHF 99.95% 99.95%
12.11.2024 3.87% 0.24 CHF 0.25 CHF 50'000 50'000 50'000 49'978 12'700 CHF 13'194 CHF 99.81% 99.81%
11.11.2024 2.73% 0.35 CHF 0.36 CHF 50'000 50'000 50'000 50'000 18'072 CHF 18'572 CHF 99.80% 99.80%
08.11.2024 2.83% 0.33 CHF 0.34 CHF 50'000 50'000 50'000 50'000 17'448 CHF 17'948 CHF 99.84% 99.84%
07.11.2024 2.38% 0.41 CHF 0.42 CHF 50'000 50'000 50'000 50'000 20'820 CHF 21'320 CHF 99.90% 99.90%

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