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 9.46% 0.11 CHF 0.12 CHF 20'000 20'000 20'000 20'000 2'020 CHF 2'220 CHF 99.97% 99.97%
19.11.2024 9.40% 0.10 CHF 0.11 CHF 20'000 20'000 20'000 20'000 2'030 CHF 2'230 CHF 99.86% 99.86%
18.11.2024 8.81% 0.11 CHF 0.12 CHF 20'000 20'000 20'000 19'993 2'171 CHF 2'371 CHF 99.90% 99.90%
15.11.2024 7.32% 0.12 CHF 0.13 CHF 20'000 20'000 20'000 20'000 2'636 CHF 2'836 CHF 100.00% 100.00%
14.11.2024 6.29% 0.15 CHF 0.16 CHF 20'000 20'000 20'000 20'000 3'080 CHF 3'280 CHF 99.74% 99.74%
13.11.2024 6.06% 0.16 CHF 0.17 CHF 20'000 20'000 20'000 20'000 3'201 CHF 3'401 CHF 99.96% 99.96%
12.11.2024 5.36% 0.17 CHF 0.18 CHF 20'000 20'000 20'000 20'000 3'635 CHF 3'835 CHF 99.82% 99.82%
11.11.2024 5.00% 0.19 CHF 0.20 CHF 20'000 20'000 20'000 20'000 3'903 CHF 4'103 CHF 99.77% 99.77%
08.11.2024 5.25% 0.19 CHF 0.20 CHF 20'000 20'000 20'000 20'000 3'713 CHF 3'913 CHF 99.88% 99.88%
07.11.2024 5.26% 0.19 CHF 0.20 CHF 20'000 20'000 20'000 20'000 3'703 CHF 3'903 CHF 99.90% 99.90%

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