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 4.47% 0.48 CHF 0.49 CHF 40'000 40'000 18'440 18'440 9'373 CHF 9'713 CHF 99.90% 99.90%
19.11.2024 4.32% 0.46 CHF 0.47 CHF 40'000 40'000 18'570 18'570 8'202 CHF 8'492 CHF 99.92% 99.92%
18.11.2024 4.32% 0.43 CHF 0.44 CHF 40'000 40'000 12'781 12'781 5'493 CHF 5'681 CHF 99.81% 99.81%
15.11.2024 4.29% 0.46 CHF 0.47 CHF 40'000 40'000 18'622 18'622 7'838 CHF 8'111 CHF 99.75% 99.75%
14.11.2024 4.84% 0.38 CHF 0.39 CHF 50'000 50'000 25'990 25'990 8'868 CHF 9'258 CHF 99.95% 99.95%
13.11.2024 4.91% 0.37 CHF 0.38 CHF 50'000 50'000 26'084 26'084 9'023 CHF 9'413 CHF 98.27% 98.27%
12.11.2024 4.40% 0.34 CHF 0.35 CHF 40'000 40'000 18'600 18'600 7'458 CHF 7'745 CHF 99.90% 99.90%
11.11.2024 10.40% 0.50 CHF 0.51 CHF 40'000 40'000 6'546 6'546 3'363 CHF 3'646 CHF 99.63% 99.63%
08.11.2024 4.36% 0.48 CHF 0.49 CHF 50'000 50'000 25'971 25'971 10'394 CHF 10'784 CHF 99.98% 99.98%
07.11.2024 4.46% 0.38 CHF 0.39 CHF 50'000 50'000 26'019 26'019 9'663 CHF 10'054 CHF 99.45% 99.45%

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