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 15.36% 0.20 CHF 0.23 CHF 253'103 25'000 257'439 25'000 46'649 CHF 5'362 CHF 25.61% 25.61%
19.11.2024 6.45% 0.17 CHF 0.18 CHF 306'614 25'000 176'194 23'218 44'092 CHF 6'705 CHF 79.39% 79.39%
18.11.2024 4.62% 0.44 CHF 0.45 CHF 120'000 25'000 122'003 23'895 51'521 CHF 10'575 CHF 99.79% 99.79%
15.11.2024 3.59% 0.42 CHF 0.44 CHF 120'000 25'000 120'649 25'000 51'907 CHF 11'154 CHF 100.00% 100.00%
14.11.2024 3.17% 0.49 CHF 0.50 CHF 110'000 25'000 110'090 25'000 52'155 CHF 12'226 CHF 99.44% 99.44%
13.11.2024 3.77% 0.47 CHF 0.49 CHF 110'000 25'000 119'017 24'964 52'110 CHF 11'392 CHF 97.95% 97.95%
12.11.2024 2.86% 0.53 CHF 0.55 CHF 100'000 25'000 91'530 25'000 51'600 CHF 14'509 CHF 100.00% 100.00%
11.11.2024 2.45% 0.61 CHF 0.62 CHF 90'000 25'000 81'700 25'000 52'863 CHF 16'595 CHF 96.82% 96.82%
08.11.2024 2.76% 0.59 CHF 0.60 CHF 90'000 25'000 90'509 25'000 51'784 CHF 14'706 CHF 99.79% 99.79%
07.11.2024 2.84% 0.56 CHF 0.57 CHF 90'000 25'000 90'098 24'741 53'978 CHF 15'256 CHF 99.06% 99.06%

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