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 6.20% 0.25 CHF 0.26 CHF 50'000 50'000 26'002 26'002 6'791 CHF 7'181 CHF 99.90% 99.90%
19.11.2024 6.04% 0.23 CHF 0.24 CHF 60'000 60'000 30'483 30'483 6'589 CHF 6'957 CHF 100.00% 100.00%
18.11.2024 5.78% 0.21 CHF 0.22 CHF 60'000 60'000 21'032 21'032 4'512 CHF 4'765 CHF 99.90% 99.90%
15.11.2024 5.94% 0.23 CHF 0.24 CHF 60'000 60'000 30'539 30'539 6'400 CHF 6'748 CHF 99.90% 99.90%
14.11.2024 6.77% 0.18 CHF 0.19 CHF 60'000 60'000 30'558 30'558 4'970 CHF 5'298 CHF 100.00% 100.00%
13.11.2024 6.79% 0.18 CHF 0.19 CHF 60'000 60'000 30'525 30'525 5'109 CHF 5'437 CHF 100.00% 100.00%
12.11.2024 5.71% 0.17 CHF 0.18 CHF 60'000 60'000 30'535 30'535 6'280 CHF 6'634 CHF 99.90% 99.90%
11.11.2024 16.15% 0.27 CHF 0.28 CHF 60'000 60'000 10'472 10'472 2'939 CHF 3'346 CHF 99.46% 99.46%
08.11.2024 5.79% 0.25 CHF 0.26 CHF 60'000 60'000 30'580 30'580 6'174 CHF 6'503 CHF 100.00% 100.00%
07.11.2024 6.00% 0.19 CHF 0.20 CHF 70'000 70'000 32'668 32'668 6'015 CHF 6'364 CHF 99.90% 99.90%

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