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 12.46% 0.14 CHF 0.16 CHF 25'000 25'000 25'000 25'000 3'801 CHF 4'301 CHF 99.97% 99.97%
19.11.2024 11.98% 0.17 CHF 0.19 CHF 25'000 25'000 25'000 25'000 3'939 CHF 4'439 CHF 99.79% 99.79%
18.11.2024 11.71% 0.18 CHF 0.20 CHF 25'000 25'000 25'000 25'000 4'050 CHF 4'550 CHF 99.91% 99.91%
15.11.2024 10.08% 0.19 CHF 0.21 CHF 25'000 25'000 25'000 25'000 4'715 CHF 5'215 CHF 100.00% 100.00%
14.11.2024 9.22% 0.19 CHF 0.21 CHF 25'000 25'000 25'000 25'000 5'182 CHF 5'682 CHF 99.65% 99.65%
13.11.2024 9.60% 0.20 CHF 0.22 CHF 25'000 25'000 25'000 25'000 4'961 CHF 5'461 CHF 99.96% 99.96%
12.11.2024 8.85% 0.20 CHF 0.22 CHF 25'000 25'000 25'000 25'000 5'404 CHF 5'904 CHF 99.80% 99.80%
11.11.2024 7.84% 0.24 CHF 0.26 CHF 25'000 25'000 25'000 25'000 6'146 CHF 6'646 CHF 99.77% 99.77%
08.11.2024 7.81% 0.25 CHF 0.27 CHF 25'000 25'000 25'000 25'000 6'161 CHF 6'661 CHF 99.89% 99.89%
07.11.2024 7.39% 0.27 CHF 0.29 CHF 25'000 25'000 25'000 25'000 6'525 CHF 7'025 CHF 99.90% 99.90%

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