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 4.15% 0.20 CHF 0.21 CHF 50'000 50'000 50'000 50'000 11'884 CHF 12'384 CHF 99.73% 99.73%
19.11.2024 4.62% 0.22 CHF 0.23 CHF 50'000 50'000 50'000 50'000 10'630 CHF 11'130 CHF 99.51% 99.51%
18.11.2024 4.20% 0.24 CHF 0.25 CHF 50'000 50'000 49'998 50'000 11'690 CHF 12'190 CHF 99.95% 99.95%
15.11.2024 3.05% 0.28 CHF 0.29 CHF 50'000 50'000 49'974 50'000 16'193 CHF 16'701 CHF 99.61% 99.61%
14.11.2024 2.77% 0.39 CHF 0.40 CHF 50'000 50'000 50'000 50'000 17'823 CHF 18'323 CHF 99.80% 99.80%
13.11.2024 2.96% 0.32 CHF 0.33 CHF 50'000 50'000 50'000 50'000 16'685 CHF 17'185 CHF 99.94% 99.94%
12.11.2024 2.58% 0.36 CHF 0.37 CHF 50'000 50'000 50'000 50'000 19'157 CHF 19'657 CHF 99.84% 99.84%
11.11.2024 2.23% 0.43 CHF 0.44 CHF 50'000 50'000 50'000 49'992 22'164 CHF 22'660 CHF 99.77% 99.77%
08.11.2024 2.16% 0.43 CHF 0.44 CHF 50'000 50'000 50'000 49'993 22'951 CHF 23'447 CHF 99.81% 99.81%
07.11.2024 2.02% 0.50 CHF 0.51 CHF 50'000 50'000 50'000 50'000 24'542 CHF 25'042 CHF 99.88% 99.88%

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