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 5.26% 0.34 CHF 0.36 CHF 10'000 10'000 10'000 10'000 3'726 CHF 3'926 CHF 99.97% 99.97%
19.11.2024 5.14% 0.39 CHF 0.41 CHF 10'000 10'000 10'000 10'000 3'803 CHF 4'003 CHF 99.80% 99.80%
18.11.2024 4.66% 0.43 CHF 0.45 CHF 10'000 10'000 10'000 10'000 4'210 CHF 4'410 CHF 99.89% 99.89%
15.11.2024 4.07% 0.46 CHF 0.48 CHF 10'000 10'000 10'000 10'000 4'822 CHF 5'022 CHF 100.00% 100.00%
14.11.2024 3.91% 0.49 CHF 0.51 CHF 10'000 10'000 10'000 10'000 5'017 CHF 5'217 CHF 99.79% 99.79%
13.11.2024 3.99% 0.49 CHF 0.51 CHF 10'000 10'000 10'000 10'000 4'913 CHF 5'113 CHF 99.96% 99.96%
12.11.2024 3.75% 0.50 CHF 0.52 CHF 10'000 10'000 10'000 10'000 5'241 CHF 5'441 CHF 99.78% 99.78%
11.11.2024 3.44% 0.57 CHF 0.59 CHF 10'000 10'000 10'000 10'000 5'711 CHF 5'911 CHF 99.77% 99.77%
08.11.2024 3.51% 0.56 CHF 0.58 CHF 10'000 10'000 10'000 10'000 5'592 CHF 5'792 CHF 99.88% 99.88%
07.11.2024 3.40% 0.58 CHF 0.60 CHF 10'000 10'000 10'000 10'000 5'776 CHF 5'976 CHF 99.91% 99.91%

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