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 22.40% 0.04 CHF 0.05 CHF 20'000 25'000 20'000 25'000 793 CHF 1'242 CHF 99.97% 99.97%
19.11.2024 22.08% 0.04 CHF 0.05 CHF 20'000 25'000 20'000 25'000 806 CHF 1'258 CHF 99.80% 99.80%
18.11.2024 20.07% 0.05 CHF 0.06 CHF 20'000 25'000 20'000 25'000 897 CHF 1'371 CHF 99.47% 99.47%
15.11.2024 22.26% 0.04 CHF 0.05 CHF 20'000 25'000 20'000 25'000 800 CHF 1'249 CHF 100.00% 100.00%
14.11.2024 18.43% 0.05 CHF 0.06 CHF 20'000 25'000 20'000 25'000 987 CHF 1'483 CHF 99.66% 99.66%
13.11.2024 16.69% 0.06 CHF 0.07 CHF 20'000 25'000 20'000 25'000 1'102 CHF 1'628 CHF 99.96% 99.96%
12.11.2024 13.42% 0.07 CHF 0.08 CHF 20'000 25'000 20'000 25'000 1'391 CHF 1'989 CHF 99.82% 99.82%
11.11.2024 14.23% 0.07 CHF 0.08 CHF 20'000 25'000 20'000 25'000 1'306 CHF 1'882 CHF 99.82% 99.82%
08.11.2024 14.24% 0.07 CHF 0.08 CHF 20'000 25'000 20'000 25'000 1'305 CHF 1'881 CHF 99.86% 99.86%
07.11.2024 15.88% 0.06 CHF 0.07 CHF 20'000 25'000 20'000 25'000 1'161 CHF 1'702 CHF 99.91% 99.91%

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