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 5.35% 0.20 CHF 0.21 CHF 50'000 50'000 50'000 50'000 9'134 CHF 9'634 CHF 99.96% 99.96%
19.11.2024 5.01% 0.19 CHF 0.20 CHF 50'000 50'000 50'000 50'000 9'791 CHF 10'291 CHF 99.80% 99.80%
18.11.2024 5.22% 0.17 CHF 0.18 CHF 50'000 50'000 50'000 50'000 9'347 CHF 9'847 CHF 99.91% 99.91%
15.11.2024 6.07% 0.17 CHF 0.18 CHF 50'000 50'000 50'000 50'000 8'002 CHF 8'502 CHF 100.00% 100.00%
14.11.2024 6.54% 0.15 CHF 0.16 CHF 50'000 50'000 50'000 50'000 7'409 CHF 7'909 CHF 99.52% 99.52%
13.11.2024 6.66% 0.15 CHF 0.16 CHF 50'000 50'000 56'273 56'274 8'110 CHF 8'673 CHF 99.96% 99.96%
12.11.2024 8.81% 0.12 CHF 0.13 CHF 75'000 75'000 75'000 75'000 8'187 CHF 8'937 CHF 99.79% 99.79%
11.11.2024 9.97% 0.10 CHF 0.11 CHF 75'000 75'000 78'391 78'391 7'468 CHF 8'252 CHF 99.82% 99.82%
08.11.2024 9.16% 0.12 CHF 0.13 CHF 75'000 75'000 79'824 79'824 8'310 CHF 9'108 CHF 99.83% 99.83%
07.11.2024 11.25% 0.09 CHF 0.10 CHF 100'000 100'000 99'166 99'165 8'337 CHF 9'328 CHF 99.89% 99.89%

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