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 2.47% 0.37 CHF 0.38 CHF 100'000 100'000 100'000 100'000 39'991 CHF 40'991 CHF 99.39% 99.39%
19.11.2024 2.68% 0.39 CHF 0.40 CHF 50'000 50'000 50'000 50'000 18'453 CHF 18'953 CHF 99.29% 99.29%
18.11.2024 2.22% 0.45 CHF 0.46 CHF 50'000 50'000 50'000 50'000 22'238 CHF 22'738 CHF 99.31% 99.31%
15.11.2024 2.21% 0.45 CHF 0.46 CHF 50'000 50'000 50'000 50'000 22'430 CHF 22'930 CHF 99.38% 99.38%
14.11.2024 2.64% 0.38 CHF 0.39 CHF 50'000 50'000 50'000 50'000 18'736 CHF 19'236 CHF 99.38% 99.38%
13.11.2024 2.53% 0.36 CHF 0.37 CHF 50'000 50'000 50'000 50'000 19'603 CHF 20'103 CHF 99.39% 99.39%
12.11.2024 2.28% 0.37 CHF 0.38 CHF 50'000 50'000 50'000 50'000 21'763 CHF 22'263 CHF 99.10% 99.10%
11.11.2024 1.69% 0.55 CHF 0.56 CHF 50'000 50'000 50'000 50'000 29'333 CHF 29'833 CHF 99.31% 99.31%
08.11.2024 1.91% 0.49 CHF 0.50 CHF 50'000 50'000 50'000 50'000 25'933 CHF 26'433 CHF 99.38% 99.38%
07.11.2024 1.49% 0.71 CHF 0.72 CHF 50'000 50'000 50'000 50'000 33'378 CHF 33'878 CHF 99.27% 99.27%

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