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 4.42% 0.66 CHF 0.69 CHF 50'000 50'000 49'980 49'980 33'246 CHF 34'746 CHF 99.67% 99.67%
19.11.2024 3.99% 0.70 CHF 0.73 CHF 50'000 50'000 49'975 49'975 36'927 CHF 38'427 CHF 99.78% 99.78%
18.11.2024 3.60% 0.79 CHF 0.82 CHF 50'000 50'000 49'995 49'995 40'924 CHF 42'424 CHF 98.44% 98.44%
15.11.2024 3.54% 0.85 CHF 0.88 CHF 50'000 50'000 49'980 49'980 41'703 CHF 43'203 CHF 97.29% 97.29%
14.11.2024 2.77% 1.00 CHF 1.03 CHF 40'000 40'000 39'884 39'884 42'952 CHF 44'152 CHF 96.94% 96.94%
13.11.2024 6.05% 1.21 CHF 1.24 CHF 40'000 40'000 15'423 15'423 18'001 CHF 18'628 CHF 96.36% 96.36%
12.11.2024 2.22% 1.29 CHF 1.32 CHF 40'000 40'000 39'969 39'969 53'415 CHF 54'615 CHF 99.00% 99.00%
11.11.2024 2.21% 1.35 CHF 1.38 CHF 40'000 40'000 39'967 39'967 53'732 CHF 54'932 CHF 99.84% 99.84%
08.11.2024 2.37% 1.30 CHF 1.33 CHF 40'000 40'000 39'992 39'992 50'057 CHF 51'257 CHF 98.72% 98.72%
07.11.2024 2.37% 1.25 CHF 1.28 CHF 40'000 40'000 39'993 39'993 50'085 CHF 51'285 CHF 99.15% 99.15%

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