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 5.82% 0.15 CHF 0.16 CHF 50'000 50'000 50'000 50'000 8'363 CHF 8'863 CHF 99.95% 99.95%
19.11.2024 6.57% 0.16 CHF 0.17 CHF 50'000 50'000 50'000 50'000 7'374 CHF 7'874 CHF 97.11% 97.11%
18.11.2024 7.30% 0.13 CHF 0.14 CHF 50'000 50'000 50'000 50'000 6'605 CHF 7'105 CHF 99.88% 99.88%
15.11.2024 7.21% 0.13 CHF 0.14 CHF 50'000 50'000 50'000 50'000 6'692 CHF 7'192 CHF 100.00% 100.00%
14.11.2024 6.89% 0.14 CHF 0.15 CHF 50'000 50'000 50'000 50'000 7'009 CHF 7'509 CHF 99.52% 99.52%
13.11.2024 6.85% 0.14 CHF 0.15 CHF 50'000 50'000 50'000 50'000 7'057 CHF 7'557 CHF 99.95% 99.95%
12.11.2024 6.22% 0.14 CHF 0.15 CHF 50'000 50'000 50'000 50'000 7'800 CHF 8'300 CHF 99.75% 99.75%
11.11.2024 5.66% 0.17 CHF 0.18 CHF 50'000 50'000 50'000 50'000 8'590 CHF 9'090 CHF 99.80% 99.80%
08.11.2024 6.02% 0.16 CHF 0.17 CHF 50'000 50'000 50'000 50'000 8'056 CHF 8'556 CHF 99.83% 99.83%
07.11.2024 5.93% 0.16 CHF 0.17 CHF 50'000 50'000 50'000 50'000 8'189 CHF 8'689 CHF 96.73% 96.73%

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