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 4.99% 0.68 CHF 0.71 CHF 70'000 70'000 32'670 32'670 22'632 CHF 23'719 CHF 99.90% 99.90%
19.11.2024 5.31% 0.66 CHF 0.69 CHF 70'000 70'000 32'638 32'638 21'325 CHF 22'411 CHF 100.00% 100.00%
18.11.2024 5.31% 0.64 CHF 0.67 CHF 70'000 70'000 23'164 23'164 14'972 CHF 15'743 CHF 99.90% 99.90%
15.11.2024 5.49% 0.66 CHF 0.69 CHF 80'000 80'000 34'803 34'803 22'207 CHF 23'358 CHF 99.90% 99.90%
14.11.2024 5.83% 0.62 CHF 0.65 CHF 80'000 80'000 34'771 34'771 20'665 CHF 21'815 CHF 100.00% 100.00%
13.11.2024 5.91% 0.61 CHF 0.64 CHF 80'000 80'000 34'771 34'771 20'623 CHF 21'773 CHF 100.00% 100.00%
12.11.2024 5.48% 0.59 CHF 0.62 CHF 80'000 80'000 33'681 33'681 20'851 CHF 21'968 CHF 99.90% 99.90%
11.11.2024 9.75% 0.67 CHF 0.70 CHF 70'000 70'000 11'636 11'636 7'907 CHF 8'584 CHF 99.88% 99.88%
08.11.2024 5.77% 0.66 CHF 0.69 CHF 80'000 80'000 34'768 34'768 21'357 CHF 22'507 CHF 100.00% 100.00%
07.11.2024 5.80% 0.60 CHF 0.63 CHF 80'000 80'000 34'802 34'802 20'747 CHF 21'898 CHF 99.89% 99.89%

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