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 4.65% 0.21 CHF 0.22 CHF 50'000 50'000 50'000 50'000 10'565 CHF 11'065 CHF 99.38% 99.38%
19.11.2024 4.19% 0.22 CHF 0.23 CHF 50'000 50'000 50'000 50'000 11'728 CHF 12'228 CHF 99.29% 99.29%
18.11.2024 5.89% 0.16 CHF 0.17 CHF 50'000 50'000 50'000 50'000 8'253 CHF 8'753 CHF 99.31% 99.31%
15.11.2024 5.59% 0.17 CHF 0.18 CHF 50'000 50'000 50'000 50'000 8'721 CHF 9'221 CHF 99.38% 99.38%
14.11.2024 2.92% 0.34 CHF 0.35 CHF 50'000 50'000 50'000 50'000 16'858 CHF 17'358 CHF 99.39% 99.39%
13.11.2024 2.85% 0.35 CHF 0.36 CHF 50'000 50'000 50'000 50'000 17'313 CHF 17'813 CHF 99.38% 99.38%
12.11.2024 3.03% 0.37 CHF 0.38 CHF 50'000 50'000 50'000 50'000 16'285 CHF 16'785 CHF 99.08% 99.08%
11.11.2024 3.27% 0.31 CHF 0.32 CHF 50'000 50'000 50'000 50'000 15'216 CHF 15'716 CHF 91.09% 91.09%
08.11.2024 2.48% 0.42 CHF 0.43 CHF 50'000 50'000 50'000 50'000 19'936 CHF 20'436 CHF 99.39% 99.39%
07.11.2024 2.39% 0.40 CHF 0.41 CHF 50'000 50'000 50'000 50'000 20'705 CHF 21'205 CHF 99.28% 99.28%

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