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 2.12% 0.48 CHF 0.49 CHF 45'000 45'000 45'000 45'000 21'006 CHF 21'456 CHF 99.57% 99.57%
19.11.2024 2.19% 0.45 CHF 0.46 CHF 45'000 45'000 45'000 45'000 20'286 CHF 20'736 CHF 99.41% 99.48%
18.11.2024 2.26% 0.43 CHF 0.44 CHF 50'000 50'000 50'000 50'000 21'899 CHF 22'399 CHF 99.51% 99.51%
15.11.2024 2.38% 0.41 CHF 0.42 CHF 45'000 45'000 45'000 45'000 18'695 CHF 19'145 CHF 98.91% 98.97%
14.11.2024 2.15% 0.44 CHF 0.45 CHF 40'000 40'000 40'000 40'000 18'394 CHF 18'794 CHF 99.57% 99.57%
13.11.2024 2.29% 0.50 CHF 0.51 CHF 50'000 50'000 50'000 50'000 21'725 CHF 22'225 CHF 99.09% 99.09%
12.11.2024 2.65% 0.39 CHF 0.40 CHF 50'000 50'000 50'000 50'000 18'655 CHF 19'155 CHF 99.58% 99.58%
11.11.2024 2.68% 0.36 CHF 0.37 CHF 60'000 60'000 60'000 60'000 22'057 CHF 22'657 CHF 99.52% 99.52%
08.11.2024 2.67% 0.37 CHF 0.38 CHF 60'000 60'000 60'000 60'000 22'144 CHF 22'744 CHF 99.51% 99.51%
07.11.2024 2.95% 0.33 CHF 0.34 CHF 50'000 50'000 50'000 50'000 16'685 CHF 17'185 CHF 99.05% 99.05%

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