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 5.78% 0.48 CHF 0.51 CHF 50'000 50'000 50'000 50'000 24'174 CHF 25'613 CHF 99.98% 99.98%
19.11.2024 5.30% 0.51 CHF 0.54 CHF 50'000 50'000 49'996 49'996 27'632 CHF 29'132 CHF 99.85% 99.85%
18.11.2024 4.66% 0.60 CHF 0.63 CHF 50'000 50'000 50'000 50'000 31'467 CHF 32'967 CHF 99.54% 99.54%
15.11.2024 4.56% 0.66 CHF 0.69 CHF 50'000 50'000 49'998 49'998 32'249 CHF 33'749 CHF 98.98% 98.98%
14.11.2024 3.37% 0.80 CHF 0.83 CHF 40'000 40'000 40'163 40'163 35'403 CHF 36'610 CHF 97.78% 97.78%
13.11.2024 7.25% 1.01 CHF 1.04 CHF 40'000 40'000 15'488 15'488 15'080 CHF 15'708 CHF 96.76% 96.76%
12.11.2024 2.59% 1.10 CHF 1.13 CHF 40'000 40'000 39'987 39'987 45'694 CHF 46'894 CHF 99.36% 99.36%
11.11.2024 2.58% 1.16 CHF 1.19 CHF 40'000 40'000 39'987 39'987 45'968 CHF 47'168 CHF 99.99% 99.99%
08.11.2024 2.80% 1.10 CHF 1.13 CHF 40'000 40'000 39'983 39'983 42'327 CHF 43'527 CHF 98.88% 98.88%
07.11.2024 2.79% 1.06 CHF 1.09 CHF 40'000 40'000 39'998 39'998 42'396 CHF 43'596 CHF 99.69% 99.69%

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