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 38.25% 0.04 CHF 0.06 CHF 50'000 50'000 50'000 50'000 2'137 CHF 3'137 CHF 99.97% 99.97%
19.11.2024 35.89% 0.05 CHF 0.07 CHF 50'000 50'000 50'000 50'000 2'296 CHF 3'296 CHF 99.76% 99.76%
18.11.2024 36.85% 0.05 CHF 0.07 CHF 50'000 50'000 50'000 50'000 2'232 CHF 3'232 CHF 99.92% 99.92%
15.11.2024 33.06% 0.05 CHF 0.07 CHF 50'000 50'000 49'778 49'776 2'518 CHF 3'513 CHF 100.00% 100.00%
14.11.2024 29.87% 0.06 CHF 0.08 CHF 25'000 25'000 30'179 30'179 1'701 CHF 2'304 CHF 99.66% 99.66%
13.11.2024 31.09% 0.06 CHF 0.08 CHF 50'000 50'000 38'971 38'971 2'110 CHF 2'889 CHF 99.96% 99.96%
12.11.2024 29.26% 0.06 CHF 0.08 CHF 25'000 25'000 25'262 25'262 1'475 CHF 1'980 CHF 99.81% 99.81%
11.11.2024 27.14% 0.07 CHF 0.09 CHF 25'000 25'000 25'000 25'000 1'602 CHF 2'102 CHF 99.77% 99.77%
08.11.2024 25.96% 0.07 CHF 0.09 CHF 25'000 25'000 25'000 25'000 1'678 CHF 2'178 CHF 99.88% 99.88%
07.11.2024 24.21% 0.08 CHF 0.10 CHF 25'000 25'000 25'000 25'000 1'818 CHF 2'318 CHF 99.90% 99.90%

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