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 5.61% 0.18 CHF 0.19 CHF 75'000 75'000 75'000 75'000 13'012 CHF 13'762 CHF 99.96% 99.96%
19.11.2024 5.38% 0.18 CHF 0.19 CHF 75'000 75'000 75'000 75'000 13'597 CHF 14'347 CHF 99.81% 99.81%
18.11.2024 5.50% 0.17 CHF 0.18 CHF 75'000 75'000 75'140 75'140 13'299 CHF 14'050 CHF 99.91% 99.91%
15.11.2024 6.04% 0.16 CHF 0.17 CHF 100'000 100'000 94'963 94'961 15'245 CHF 16'194 CHF 100.00% 100.00%
14.11.2024 6.28% 0.15 CHF 0.16 CHF 100'000 100'000 100'000 100'000 15'430 CHF 16'430 CHF 99.54% 99.54%
13.11.2024 6.39% 0.16 CHF 0.17 CHF 100'000 100'000 99'090 99'090 15'033 CHF 16'024 CHF 99.95% 99.95%
12.11.2024 7.27% 0.14 CHF 0.15 CHF 100'000 100'000 101'152 101'154 13'413 CHF 14'425 CHF 99.80% 99.80%
11.11.2024 8.12% 0.12 CHF 0.13 CHF 125'000 125'000 123'035 123'034 14'546 CHF 15'776 CHF 99.81% 99.81%
08.11.2024 7.68% 0.13 CHF 0.14 CHF 100'000 100'000 110'037 110'036 13'757 CHF 14'857 CHF 99.85% 99.85%
07.11.2024 8.62% 0.12 CHF 0.13 CHF 125'000 125'000 125'000 125'000 13'890 CHF 15'140 CHF 99.87% 99.87%

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