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 5.02% 0.39 CHF 0.41 CHF 10'000 10'000 10'000 10'000 3'881 CHF 4'081 CHF 99.98% 99.98%
19.11.2024 4.91% 0.39 CHF 0.41 CHF 10'000 10'000 10'000 10'000 3'972 CHF 4'172 CHF 99.78% 99.78%
18.11.2024 5.04% 0.38 CHF 0.40 CHF 10'000 10'000 10'000 10'000 3'869 CHF 4'069 CHF 99.95% 99.95%
15.11.2024 5.22% 0.38 CHF 0.40 CHF 10'000 10'000 10'000 10'000 3'730 CHF 3'930 CHF 100.00% 100.00%
14.11.2024 5.14% 0.38 CHF 0.40 CHF 10'000 10'000 10'000 10'000 3'793 CHF 3'993 CHF 99.66% 99.66%
13.11.2024 5.04% 0.39 CHF 0.41 CHF 10'000 10'000 10'000 10'000 3'866 CHF 4'066 CHF 99.97% 99.97%
12.11.2024 5.11% 0.38 CHF 0.40 CHF 10'000 10'000 10'000 10'000 3'816 CHF 4'016 CHF 99.84% 99.84%
11.11.2024 5.14% 0.37 CHF 0.39 CHF 10'000 10'000 10'000 10'000 3'793 CHF 3'993 CHF 99.84% 99.84%
08.11.2024 4.92% 0.40 CHF 0.42 CHF 10'000 10'000 10'000 10'000 3'966 CHF 4'166 CHF 99.85% 99.85%
07.11.2024 4.86% 0.39 CHF 0.41 CHF 10'000 10'000 10'000 10'000 4'012 CHF 4'212 CHF 99.90% 99.90%

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