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 6.49% 0.12 CHF 0.13 CHF 50'000 50'000 50'000 50'000 7'527 CHF 8'027 CHF 99.95% 99.95%
19.11.2024 6.45% 0.15 CHF 0.16 CHF 50'000 50'000 50'000 50'000 7'567 CHF 8'067 CHF 99.76% 99.76%
18.11.2024 6.76% 0.17 CHF 0.18 CHF 50'000 50'000 50'000 50'000 7'189 CHF 7'689 CHF 99.88% 99.88%
15.11.2024 8.35% 0.11 CHF 0.12 CHF 50'000 50'000 50'000 50'000 5'756 CHF 6'256 CHF 100.00% 100.00%
14.11.2024 7.36% 0.13 CHF 0.14 CHF 50'000 50'000 50'000 50'000 6'556 CHF 7'056 CHF 99.65% 99.65%
13.11.2024 7.23% 0.12 CHF 0.13 CHF 50'000 50'000 50'000 50'000 6'732 CHF 7'232 CHF 99.95% 99.95%
12.11.2024 4.91% 0.18 CHF 0.19 CHF 50'000 50'000 50'000 50'000 9'952 CHF 10'452 CHF 99.80% 99.80%
11.11.2024 4.40% 0.23 CHF 0.24 CHF 50'000 50'000 38'520 38'524 8'515 CHF 8'901 CHF 99.80% 99.80%
08.11.2024 5.72% 0.21 CHF 0.22 CHF 50'000 50'000 50'000 50'000 8'618 CHF 9'118 CHF 99.80% 99.80%
07.11.2024 5.77% 0.16 CHF 0.17 CHF 50'000 50'000 50'000 50'000 8'426 CHF 8'926 CHF 99.91% 99.91%

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