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 8.42% 0.57 CHF 0.62 CHF 50'000 50'000 50'000 50'000 28'518 CHF 31'018 CHF 100.00% 100.00%
19.11.2024 7.43% 0.58 CHF 0.63 CHF 40'000 40'000 40'000 40'000 26'024 CHF 28'024 CHF 99.85% 99.85%
18.11.2024 6.29% 0.74 CHF 0.79 CHF 40'000 40'000 40'000 40'000 30'823 CHF 32'823 CHF 100.00% 100.00%
15.11.2024 6.16% 0.81 CHF 0.86 CHF 40'000 40'000 38'109 38'109 29'930 CHF 31'835 CHF 100.00% 100.00%
14.11.2024 4.29% 1.03 CHF 1.08 CHF 30'000 30'000 30'000 30'000 34'412 CHF 35'912 CHF 100.00% 100.00%
13.11.2024 9.15% 1.35 CHF 1.40 CHF 30'000 30'000 11'764 11'764 15'042 CHF 15'832 CHF 99.37% 99.37%
12.11.2024 3.16% 1.52 CHF 1.57 CHF 30'000 30'000 30'000 30'000 47'434 CHF 48'957 CHF 99.85% 99.85%
11.11.2024 3.18% 1.60 CHF 1.65 CHF 30'000 30'000 30'000 30'000 47'783 CHF 49'328 CHF 100.00% 100.00%
08.11.2024 3.40% 1.52 CHF 1.57 CHF 30'000 30'000 30'000 30'000 43'443 CHF 44'943 CHF 98.88% 98.88%
07.11.2024 3.40% 1.45 CHF 1.50 CHF 30'000 30'000 30'000 30'000 43'343 CHF 44'843 CHF 100.00% 100.00%

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