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 3.08% 0.29 CHF 0.30 CHF 100'000 100'000 100'000 100'000 32'027 CHF 33'027 CHF 99.39% 99.39%
19.11.2024 3.40% 0.31 CHF 0.32 CHF 50'000 50'000 50'000 50'000 14'490 CHF 14'990 CHF 99.28% 99.28%
18.11.2024 2.70% 0.37 CHF 0.38 CHF 50'000 50'000 50'000 50'000 18'262 CHF 18'762 CHF 99.31% 99.31%
15.11.2024 2.68% 0.37 CHF 0.38 CHF 50'000 50'000 50'000 50'000 18'451 CHF 18'951 CHF 99.39% 99.39%
14.11.2024 3.34% 0.31 CHF 0.32 CHF 50'000 50'000 50'000 50'000 14'766 CHF 15'266 CHF 99.37% 99.37%
13.11.2024 3.17% 0.28 CHF 0.29 CHF 50'000 50'000 50'000 50'000 15'622 CHF 16'122 CHF 99.38% 99.38%
12.11.2024 2.78% 0.29 CHF 0.30 CHF 50'000 50'000 50'000 50'000 17'788 CHF 18'288 CHF 99.10% 99.10%
11.11.2024 1.95% 0.47 CHF 0.48 CHF 50'000 50'000 50'000 50'000 25'352 CHF 25'852 CHF 99.28% 99.28%
08.11.2024 2.26% 0.41 CHF 0.42 CHF 50'000 50'000 50'000 50'000 21'951 CHF 22'451 CHF 99.39% 99.39%
07.11.2024 1.69% 0.63 CHF 0.64 CHF 50'000 50'000 50'000 50'000 29'384 CHF 29'884 CHF 99.28% 99.28%

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