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 12.86% 0.07 CHF 0.08 CHF 2'010'800 2'010'800 819'529 819'529 59'936 CHF 68'149 CHF 99.89% 99.89%
19.11.2024 12.07% 0.08 CHF 0.09 CHF 1'850'300 1'850'300 731'510 731'510 56'686 CHF 64'015 CHF 99.95% 99.95%
18.11.2024 12.18% 0.08 CHF 0.09 CHF 1'957'300 1'957'300 748'523 748'523 59'141 CHF 66'640 CHF 99.89% 99.89%
15.11.2024 11.56% 0.08 CHF 0.09 CHF 1'792'500 1'792'500 710'960 710'960 58'167 CHF 65'298 CHF 100.00% 100.00%
14.11.2024 10.79% 0.09 CHF 0.10 CHF 1'750'400 1'750'400 706'753 706'753 63'463 CHF 70'544 CHF 99.76% 99.76%
13.11.2024 12.66% 0.08 CHF 0.09 CHF 1'980'600 1'980'600 803'107 803'107 61'349 CHF 69'394 CHF 100.00% 100.00%
12.11.2024 11.80% 0.07 CHF 0.08 CHF 1'760'700 1'760'700 700'870 700'870 55'779 CHF 62'800 CHF 99.95% 99.95%
11.11.2024 9.60% 0.09 CHF 0.10 CHF 1'461'500 1'461'500 557'217 557'217 55'659 CHF 61'242 CHF 99.35% 99.35%
08.11.2024 9.37% 0.11 CHF 0.12 CHF 1'401'900 1'401'900 555'856 555'856 58'131 CHF 63'699 CHF 99.53% 99.53%
07.11.2024 10.40% 0.11 CHF 0.12 CHF 1'590'400 1'590'400 661'421 661'421 63'569 CHF 70'198 CHF 99.86% 99.86%

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