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 2.01% 0.50 CHF 0.51 CHF 50'000 50'000 50'000 50'000 24'631 CHF 25'131 CHF 99.95% 99.95%
19.11.2024 1.91% 0.51 CHF 0.52 CHF 50'000 50'000 50'000 50'000 25'997 CHF 26'497 CHF 99.76% 99.76%
18.11.2024 2.11% 0.45 CHF 0.46 CHF 50'000 50'000 50'000 50'000 23'500 CHF 24'000 CHF 99.89% 99.89%
15.11.2024 2.44% 0.42 CHF 0.43 CHF 50'000 50'000 50'000 50'000 20'245 CHF 20'745 CHF 100.00% 100.00%
14.11.2024 2.43% 0.38 CHF 0.39 CHF 50'000 50'000 50'000 50'000 20'409 CHF 20'909 CHF 99.47% 99.47%
13.11.2024 5.61% 0.19 CHF 0.20 CHF 50'000 50'000 50'000 50'000 8'715 CHF 9'215 CHF 99.96% 99.96%
12.11.2024 6.78% 0.16 CHF 0.17 CHF 50'000 50'000 50'000 50'000 7'141 CHF 7'641 CHF 99.82% 99.82%
11.11.2024 9.53% 0.11 CHF 0.12 CHF 50'000 50'000 51'559 51'562 5'146 CHF 5'662 CHF 99.78% 99.78%
08.11.2024 9.33% 0.11 CHF 0.12 CHF 50'000 50'000 56'083 56'084 5'780 CHF 6'341 CHF 99.82% 99.82%
07.11.2024 20.37% 0.05 CHF 0.06 CHF 100'000 100'000 114'718 114'715 5'059 CHF 6'206 CHF 99.60% 99.60%

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