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 3.70% 0.23 CHF 0.24 CHF 100'000 100'000 100'000 100'000 26'635 CHF 27'635 CHF 99.39% 99.39%
19.11.2024 4.17% 0.26 CHF 0.27 CHF 50'000 50'000 50'000 50'000 11'815 CHF 12'315 CHF 99.30% 99.30%
18.11.2024 3.18% 0.32 CHF 0.33 CHF 50'000 50'000 50'000 50'000 15'514 CHF 16'014 CHF 99.31% 99.31%
15.11.2024 3.14% 0.32 CHF 0.33 CHF 50'000 50'000 50'000 50'000 15'745 CHF 16'245 CHF 99.39% 99.39%
14.11.2024 4.07% 0.25 CHF 0.26 CHF 50'000 50'000 50'000 50'000 12'076 CHF 12'576 CHF 99.35% 99.35%
13.11.2024 3.83% 0.23 CHF 0.24 CHF 50'000 50'000 50'000 50'000 12'948 CHF 13'448 CHF 99.39% 99.39%
12.11.2024 3.27% 0.24 CHF 0.25 CHF 50'000 50'000 50'000 50'000 15'094 CHF 15'594 CHF 99.10% 99.10%
11.11.2024 2.18% 0.41 CHF 0.42 CHF 50'000 50'000 50'000 50'000 22'662 CHF 23'162 CHF 99.29% 99.29%
08.11.2024 2.57% 0.36 CHF 0.37 CHF 50'000 50'000 50'000 50'000 19'242 CHF 19'742 CHF 99.39% 99.39%
07.11.2024 1.87% 0.58 CHF 0.59 CHF 50'000 50'000 50'000 50'000 26'659 CHF 27'159 CHF 99.29% 99.29%

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