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 17.34% 0.06 CHF 0.07 CHF 50'000 50'000 50'000 50'000 2'655 CHF 3'155 CHF 99.97% 99.97%
19.11.2024 18.58% 0.05 CHF 0.06 CHF 50'000 50'000 52'210 52'209 2'546 CHF 3'068 CHF 99.80% 99.80%
18.11.2024 18.68% 0.05 CHF 0.06 CHF 50'000 50'000 50'000 50'000 2'436 CHF 2'936 CHF 99.89% 99.89%
15.11.2024 15.04% 0.06 CHF 0.07 CHF 50'000 50'000 50'000 50'000 3'085 CHF 3'585 CHF 100.00% 100.00%
14.11.2024 15.24% 0.06 CHF 0.07 CHF 50'000 50'000 47'727 47'727 2'887 CHF 3'364 CHF 99.64% 99.64%
13.11.2024 9.82% 0.11 CHF 0.12 CHF 25'000 25'000 25'000 25'000 2'432 CHF 2'682 CHF 99.93% 99.93%
12.11.2024 10.74% 0.09 CHF 0.10 CHF 25'000 25'000 25'040 25'040 2'217 CHF 2'467 CHF 99.80% 99.80%
11.11.2024 17.49% 0.07 CHF 0.08 CHF 50'000 50'000 56'691 56'691 2'965 CHF 3'532 CHF 99.81% 99.81%
08.11.2024 19.32% 0.05 CHF 0.06 CHF 75'000 75'000 59'002 59'002 2'745 CHF 3'335 CHF 99.88% 99.88%
07.11.2024 18.15% 0.05 CHF 0.06 CHF 50'000 50'000 59'453 59'453 2'954 CHF 3'549 CHF 99.91% 99.91%

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