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 8.27% 0.10 CHF 0.11 CHF 50'000 50'000 50'000 50'000 5'826 CHF 6'326 CHF 99.98% 99.98%
19.11.2024 8.63% 0.11 CHF 0.12 CHF 50'000 50'000 50'000 50'000 5'560 CHF 6'060 CHF 99.85% 99.85%
18.11.2024 7.57% 0.10 CHF 0.11 CHF 50'000 50'000 50'000 50'000 6'450 CHF 6'950 CHF 99.95% 99.95%
15.11.2024 5.89% 0.15 CHF 0.16 CHF 50'000 50'000 50'000 50'000 8'258 CHF 8'758 CHF 100.00% 100.00%
14.11.2024 5.15% 0.19 CHF 0.20 CHF 50'000 50'000 50'000 50'000 9'465 CHF 9'965 CHF 99.80% 99.80%
13.11.2024 5.37% 0.18 CHF 0.19 CHF 50'000 50'000 50'000 50'000 9'074 CHF 9'574 CHF 99.94% 99.94%
12.11.2024 5.45% 0.18 CHF 0.19 CHF 50'000 50'000 50'000 50'000 8'942 CHF 9'442 CHF 99.84% 99.84%
11.11.2024 5.26% 0.18 CHF 0.19 CHF 50'000 50'000 50'000 50'000 9'262 CHF 9'762 CHF 99.82% 99.82%
08.11.2024 5.23% 0.18 CHF 0.19 CHF 50'000 50'000 50'000 50'000 9'312 CHF 9'812 CHF 99.81% 99.81%
07.11.2024 5.07% 0.19 CHF 0.20 CHF 50'000 50'000 50'000 50'000 9'615 CHF 10'115 CHF 99.90% 99.90%

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