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 4.86% 0.35 CHF 0.37 CHF 30'000 30'000 29'987 29'987 12'102 CHF 12'702 CHF 99.43% 99.43%
19.11.2024 4.67% 0.43 CHF 0.45 CHF 30'000 30'000 30'000 30'000 12'558 CHF 13'158 CHF 99.90% 99.90%
18.11.2024 5.11% 0.40 CHF 0.42 CHF 30'000 30'000 30'000 30'000 11'445 CHF 12'045 CHF 99.88% 99.88%
15.11.2024 5.70% 0.34 CHF 0.36 CHF 30'000 30'000 30'000 30'000 10'231 CHF 10'831 CHF 100.00% 100.00%
14.11.2024 5.44% 0.39 CHF 0.41 CHF 30'000 30'000 30'000 30'000 10'755 CHF 11'355 CHF 98.66% 98.66%
13.11.2024 5.59% 0.35 CHF 0.37 CHF 30'000 30'000 30'000 30'000 10'473 CHF 11'073 CHF 100.00% 100.00%
12.11.2024 4.39% 0.43 CHF 0.45 CHF 30'000 30'000 30'000 30'000 13'366 CHF 13'966 CHF 99.87% 99.87%
11.11.2024 3.56% 0.54 CHF 0.56 CHF 30'000 30'000 29'999 29'999 16'546 CHF 17'146 CHF 100.00% 100.00%
08.11.2024 3.48% 0.56 CHF 0.58 CHF 30'000 30'000 30'000 30'000 16'955 CHF 17'555 CHF 98.31% 98.31%
07.11.2024 3.26% 0.57 CHF 0.59 CHF 30'000 30'000 28'207 28'207 16'971 CHF 17'535 CHF 100.00% 100.00%

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