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 5.16% 0.35 CHF 0.37 CHF 25'000 25'000 25'000 25'000 9'458 CHF 9'958 CHF 99.53% 99.53%
19.11.2024 4.82% 0.40 CHF 0.42 CHF 25'000 25'000 25'000 25'000 10'141 CHF 10'641 CHF 99.48% 99.48%
18.11.2024 4.53% 0.45 CHF 0.47 CHF 25'000 25'000 25'000 25'000 10'801 CHF 11'301 CHF 98.76% 98.76%
15.11.2024 4.06% 0.50 CHF 0.52 CHF 25'000 25'000 25'000 25'000 12'070 CHF 12'570 CHF 98.94% 98.94%
14.11.2024 4.86% 0.44 CHF 0.46 CHF 25'000 25'000 25'000 25'000 10'101 CHF 10'601 CHF 99.56% 99.56%
13.11.2024 4.30% 0.33 CHF 0.35 CHF 25'000 25'000 25'000 25'000 11'682 CHF 12'182 CHF 97.03% 97.03%
12.11.2024 3.24% 0.56 CHF 0.59 CHF 25'000 25'000 25'000 25'000 15'204 CHF 15'704 CHF 99.55% 99.55%
11.11.2024 3.17% 0.63 CHF 0.65 CHF 25'000 25'000 25'000 25'000 15'518 CHF 16'018 CHF 99.50% 99.50%
08.11.2024 3.17% 0.61 CHF 0.63 CHF 25'000 25'000 25'000 25'000 15'511 CHF 16'011 CHF 99.50% 99.50%
07.11.2024 2.75% 0.72 CHF 0.74 CHF 25'000 25'000 25'000 25'000 17'968 CHF 18'468 CHF 98.82% 98.82%

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