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 3.96% 0.62 CHF 0.63 CHF 40'000 40'000 18'568 18'568 10'878 CHF 11'218 CHF 99.32% 99.32%
19.11.2024 3.60% 0.49 CHF 0.50 CHF 50'000 50'000 26'013 26'013 12'073 CHF 12'462 CHF 98.87% 98.87%
18.11.2024 4.13% 0.46 CHF 0.47 CHF 50'000 50'000 25'988 25'988 10'873 CHF 11'264 CHF 99.70% 99.70%
15.11.2024 3.54% 0.47 CHF 0.48 CHF 40'000 40'000 18'657 18'657 9'256 CHF 9'545 CHF 99.35% 99.35%
14.11.2024 3.88% 0.47 CHF 0.48 CHF 40'000 40'000 18'423 18'423 10'112 CHF 10'451 CHF 96.88% 96.88%
13.11.2024 3.03% 0.61 CHF 0.62 CHF 40'000 40'000 18'614 18'614 11'002 CHF 11'290 CHF 99.09% 99.09%
12.11.2024 3.67% 0.56 CHF 0.57 CHF 40'000 40'000 18'585 18'585 11'454 CHF 11'794 CHF 99.42% 99.42%
11.11.2024 3.46% 0.68 CHF 0.69 CHF 40'000 40'000 18'538 18'538 12'575 CHF 12'915 CHF 99.38% 99.38%
08.11.2024 3.47% 0.72 CHF 0.73 CHF 40'000 40'000 18'654 18'654 12'567 CHF 12'907 CHF 98.90% 98.90%
07.11.2024 3.47% 0.60 CHF 0.61 CHF 40'000 40'000 18'599 18'599 12'162 CHF 12'502 CHF 99.90% 99.90%

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