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 6.00% 0.15 CHF 0.16 CHF 75'000 75'000 58'781 58'781 9'460 CHF 10'048 CHF 99.95% 99.95%
19.11.2024 5.86% 0.17 CHF 0.18 CHF 50'000 50'000 63'776 63'775 10'514 CHF 11'152 CHF 99.78% 99.78%
18.11.2024 6.45% 0.18 CHF 0.19 CHF 50'000 50'000 72'612 72'612 10'880 CHF 11'606 CHF 99.88% 99.88%
15.11.2024 7.04% 0.14 CHF 0.15 CHF 75'000 75'000 75'000 75'000 10'295 CHF 11'045 CHF 100.00% 100.00%
14.11.2024 6.44% 0.16 CHF 0.17 CHF 75'000 75'000 75'000 75'000 11'310 CHF 12'060 CHF 99.66% 99.66%
13.11.2024 6.76% 0.14 CHF 0.15 CHF 75'000 75'000 74'832 74'831 10'729 CHF 11'477 CHF 99.95% 99.95%
12.11.2024 5.21% 0.17 CHF 0.18 CHF 50'000 50'000 50'000 50'000 9'361 CHF 9'861 CHF 99.77% 99.77%
11.11.2024 4.86% 0.20 CHF 0.21 CHF 50'000 50'000 50'000 50'000 10'050 CHF 10'550 CHF 99.77% 99.77%
08.11.2024 5.85% 0.19 CHF 0.20 CHF 50'000 50'000 63'691 63'691 10'495 CHF 11'132 CHF 99.84% 99.84%
07.11.2024 5.99% 0.16 CHF 0.17 CHF 75'000 75'000 68'020 68'016 10'977 CHF 11'657 CHF 99.90% 99.90%

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