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 5.36% 0.46 CHF 0.48 CHF 20'000 20'000 19'998 19'998 9'134 CHF 9'637 CHF 99.21% 99.21%
19.11.2024 6.63% 0.37 CHF 0.40 CHF 20'000 20'000 19'996 19'996 7'445 CHF 7'952 CHF 99.35% 99.35%
18.11.2024 5.78% 0.48 CHF 0.51 CHF 20'000 20'000 20'000 20'000 9'519 CHF 10'086 CHF 99.84% 99.84%
15.11.2024 5.33% 0.51 CHF 0.54 CHF 20'000 20'000 20'000 20'000 11'012 CHF 11'612 CHF 99.34% 99.34%
14.11.2024 5.58% 0.62 CHF 0.65 CHF 20'000 20'000 20'000 20'000 10'440 CHF 11'036 CHF 98.34% 98.34%
13.11.2024 6.07% 0.47 CHF 0.49 CHF 20'000 20'000 20'000 20'000 8'123 CHF 8'628 CHF 99.90% 99.90%
12.11.2024 4.57% 0.56 CHF 0.59 CHF 20'000 20'000 11'483 11'483 7'284 CHF 7'628 CHF 99.32% 99.32%
11.11.2024 4.15% 0.72 CHF 0.75 CHF 20'000 20'000 20'000 20'000 14'166 CHF 14'766 CHF 99.70% 99.70%
08.11.2024 4.95% 0.58 CHF 0.61 CHF 20'000 20'000 19'993 19'993 11'837 CHF 12'437 CHF 98.31% 98.31%
07.11.2024 4.48% 0.66 CHF 0.69 CHF 20'000 20'000 20'000 20'000 13'122 CHF 13'722 CHF 99.64% 99.64%

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