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 15.18% 0.09 CHF 0.11 CHF 40'000 40'000 40'000 40'000 4'433 CHF 5'153 CHF 99.42% 99.42%
19.11.2024 13.39% 0.13 CHF 0.15 CHF 40'000 40'000 40'000 40'000 5'033 CHF 5'753 CHF 100.00% 100.00%
18.11.2024 15.10% 0.11 CHF 0.13 CHF 40'000 40'000 40'000 40'000 4'423 CHF 5'143 CHF 99.88% 99.88%
15.11.2024 16.69% 0.10 CHF 0.12 CHF 40'000 40'000 40'000 40'000 3'961 CHF 4'681 CHF 100.00% 100.00%
14.11.2024 15.45% 0.12 CHF 0.14 CHF 40'000 40'000 40'000 40'000 4'314 CHF 5'034 CHF 98.67% 98.67%
13.11.2024 15.61% 0.11 CHF 0.13 CHF 40'000 40'000 40'000 40'000 4'273 CHF 4'993 CHF 100.00% 100.00%
12.11.2024 11.52% 0.14 CHF 0.16 CHF 40'000 40'000 40'000 40'000 5'896 CHF 6'616 CHF 99.87% 99.87%
11.11.2024 8.66% 0.19 CHF 0.21 CHF 40'000 40'000 40'000 40'000 7'974 CHF 8'694 CHF 100.00% 100.00%
08.11.2024 8.10% 0.21 CHF 0.23 CHF 40'000 40'000 40'000 40'000 8'541 CHF 9'261 CHF 98.31% 98.31%
07.11.2024 7.78% 0.22 CHF 0.23 CHF 40'000 40'000 40'000 40'000 9'567 CHF 10'339 CHF 100.00% 100.00%

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