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 1.96% 0.55 CHF 0.56 CHF 65'000 65'000 35'755 35'755 18'750 CHF 19'109 CHF 99.90% 99.90%
19.11.2024 2.07% 0.50 CHF 0.51 CHF 65'000 65'000 35'867 35'867 17'690 CHF 18'050 CHF 98.91% 98.91%
18.11.2024 2.48% 0.43 CHF 0.44 CHF 65'000 65'000 35'735 35'735 14'706 CHF 15'065 CHF 99.58% 99.58%
15.11.2024 2.63% 0.37 CHF 0.38 CHF 65'000 65'000 35'700 35'700 13'635 CHF 13'993 CHF 99.89% 99.89%
14.11.2024 2.99% 0.40 CHF 0.41 CHF 65'000 65'000 36'261 36'261 12'698 CHF 13'062 CHF 98.84% 98.84%
13.11.2024 2.39% 0.38 CHF 0.39 CHF 65'000 65'000 35'804 35'804 14'890 CHF 15'248 CHF 100.00% 100.00%
12.11.2024 2.41% 0.42 CHF 0.43 CHF 65'000 65'000 33'383 33'383 14'056 CHF 14'391 CHF 100.00% 100.00%
11.11.2024 1.83% 0.48 CHF 0.49 CHF 65'000 65'000 35'512 35'512 19'519 CHF 19'877 CHF 99.93% 99.93%
08.11.2024 3.06% 0.63 CHF 0.64 CHF 65'000 65'000 24'620 24'620 15'403 CHF 15'673 CHF 100.00% 100.00%
07.11.2024 1.60% 0.65 CHF 0.66 CHF 60'000 60'000 28'763 28'763 18'221 CHF 18'509 CHF 98.68% 98.68%

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