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 25.65% 0.15 CHF 0.20 CHF 10'000 10'000 6'087 6'087 1'031 CHF 1'335 CHF 99.64% 99.64%
19.11.2024 25.74% 0.19 CHF 0.24 CHF 10'000 10'000 6'087 6'087 1'046 CHF 1'351 CHF 99.64% 99.64%
18.11.2024 29.22% 0.18 CHF 0.23 CHF 10'000 10'000 6'087 6'087 922 CHF 1'227 CHF 99.64% 99.64%
15.11.2024 5.70% 0.16 CHF 0.17 CHF 320'000 100'000 298'209 60'507 50'848 CHF 10'832 CHF 98.73% 98.73%
14.11.2024 6.16% 0.18 CHF 0.19 CHF 280'000 100'000 324'303 60'867 51'013 CHF 10'376 CHF 99.64% 99.64%
13.11.2024 6.90% 0.15 CHF 0.16 CHF 340'000 100'000 348'229 61'565 50'278 CHF 9'534 CHF 90.84% 90.84%
12.11.2024 6.33% 0.16 CHF 0.17 CHF 320'000 100'000 333'683 66'696 51'062 CHF 10'900 CHF 64.85% 64.85%
11.11.2024 5.62% 0.14 CHF 0.15 CHF 360'000 100'000 292'780 60'459 50'612 CHF 10'846 CHF 97.27% 97.27%
08.11.2024 4.92% 0.18 CHF 0.19 CHF 280'000 100'000 252'926 60'867 50'173 CHF 12'661 CHF 99.64% 99.64%
07.11.2024 6.16% 0.18 CHF 0.19 CHF 280'000 100'000 324'006 60'871 50'939 CHF 10'443 CHF 99.59% 99.59%

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