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 3.28% 0.38 CHF 0.39 CHF 60'000 60'000 30'539 30'539 11'812 CHF 12'171 CHF 99.89% 99.89%
19.11.2024 3.63% 0.36 CHF 0.37 CHF 60'000 60'000 30'507 30'507 10'699 CHF 11'058 CHF 100.00% 100.00%
18.11.2024 3.64% 0.35 CHF 0.36 CHF 60'000 60'000 21'032 21'032 7'247 CHF 7'496 CHF 99.89% 99.89%
15.11.2024 3.08% 0.35 CHF 0.36 CHF 60'000 60'000 30'539 30'539 10'197 CHF 10'504 CHF 99.90% 99.90%
14.11.2024 3.43% 0.32 CHF 0.33 CHF 60'000 60'000 30'560 30'560 9'063 CHF 9'370 CHF 100.00% 100.00%
13.11.2024 3.51% 0.31 CHF 0.32 CHF 60'000 60'000 30'523 30'523 8'994 CHF 9'300 CHF 100.00% 100.00%
12.11.2024 3.44% 0.30 CHF 0.31 CHF 70'000 70'000 31'551 31'551 10'156 CHF 10'499 CHF 99.90% 99.90%
11.11.2024 11.81% 0.37 CHF 0.38 CHF 60'000 60'000 10'803 10'803 4'030 CHF 4'430 CHF 99.55% 99.55%
08.11.2024 3.40% 0.35 CHF 0.36 CHF 60'000 60'000 30'579 30'579 9'396 CHF 9'703 CHF 100.00% 100.00%
07.11.2024 3.42% 0.30 CHF 0.31 CHF 70'000 70'000 32'668 32'668 9'689 CHF 10'018 CHF 99.89% 99.89%

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