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 6.86% 0.26 CHF 0.28 CHF 100'000 100'000 100'000 100'000 28'230 CHF 30'230 CHF 99.53% 99.53%
19.11.2024 6.27% 0.31 CHF 0.33 CHF 100'000 100'000 100'000 100'000 30'971 CHF 32'971 CHF 99.49% 99.49%
18.11.2024 5.79% 0.35 CHF 0.37 CHF 100'000 100'000 100'000 100'000 33'580 CHF 35'580 CHF 98.76% 98.76%
15.11.2024 5.05% 0.40 CHF 0.42 CHF 100'000 100'000 100'000 100'000 38'645 CHF 40'645 CHF 98.95% 98.95%
14.11.2024 6.35% 0.34 CHF 0.36 CHF 100'000 100'000 100'000 100'000 30'783 CHF 32'783 CHF 99.57% 99.57%
13.11.2024 5.48% 0.23 CHF 0.25 CHF 100'000 100'000 100'000 100'000 37'108 CHF 39'108 CHF 97.05% 97.05%
12.11.2024 3.83% 0.47 CHF 0.49 CHF 100'000 100'000 100'000 100'000 51'203 CHF 53'203 CHF 99.56% 99.56%
11.11.2024 3.74% 0.53 CHF 0.55 CHF 100'000 100'000 100'000 100'000 52'448 CHF 54'448 CHF 99.51% 99.51%
08.11.2024 3.75% 0.51 CHF 0.53 CHF 100'000 100'000 100'000 100'000 52'409 CHF 54'409 CHF 99.51% 99.51%
07.11.2024 3.17% 0.62 CHF 0.64 CHF 100'000 100'000 100'000 100'000 62'197 CHF 64'197 CHF 98.83% 98.83%

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