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 7.95% 0.12 CHF 0.13 CHF 50'000 50'000 50'000 50'000 6'060 CHF 6'560 CHF 99.97% 99.97%
19.11.2024 7.98% 0.12 CHF 0.13 CHF 50'000 50'000 50'000 50'000 6'029 CHF 6'529 CHF 99.85% 99.85%
18.11.2024 7.52% 0.13 CHF 0.14 CHF 50'000 50'000 50'000 50'000 6'410 CHF 6'910 CHF 99.95% 99.95%
15.11.2024 8.36% 0.12 CHF 0.13 CHF 50'000 50'000 50'000 50'000 5'745 CHF 6'245 CHF 100.00% 100.00%
14.11.2024 8.62% 0.11 CHF 0.12 CHF 50'000 50'000 50'000 50'000 5'554 CHF 6'054 CHF 99.66% 99.66%
13.11.2024 9.29% 0.11 CHF 0.12 CHF 50'000 50'000 50'000 50'000 5'143 CHF 5'643 CHF 99.97% 99.97%
12.11.2024 9.58% 0.10 CHF 0.11 CHF 50'000 50'000 50'000 49'998 4'973 CHF 5'473 CHF 99.80% 99.80%
11.11.2024 9.51% 0.11 CHF 0.12 CHF 50'000 50'000 50'000 50'000 5'011 CHF 5'511 CHF 99.85% 99.85%
08.11.2024 10.49% 0.10 CHF 0.11 CHF 50'000 50'000 50'000 50'000 4'543 CHF 5'043 CHF 99.81% 99.81%
07.11.2024 10.69% 0.09 CHF 0.10 CHF 50'000 50'000 50'000 50'000 4'443 CHF 4'943 CHF 99.90% 99.90%

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