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 7.22% 0.11 CHF 0.12 CHF 750'000 250'000 750'000 250'000 100'847 CHF 36'116 CHF 99.16% 99.16%
19.11.2024 7.99% 0.13 CHF 0.14 CHF 750'000 250'000 762'091 254'030 91'634 CHF 33'085 CHF 99.17% 99.17%
18.11.2024 6.99% 0.14 CHF 0.15 CHF 750'000 250'000 750'000 250'000 103'571 CHF 37'024 CHF 99.22% 99.22%
15.11.2024 7.58% 0.11 CHF 0.12 CHF 900'000 300'000 771'792 257'264 98'268 CHF 35'329 CHF 99.16% 99.16%
14.11.2024 6.68% 0.15 CHF 0.16 CHF 750'000 250'000 750'000 250'000 108'690 CHF 38'730 CHF 99.15% 99.15%
13.11.2024 6.87% 0.13 CHF 0.14 CHF 750'000 250'000 750'000 250'000 105'950 CHF 37'817 CHF 99.16% 99.16%
12.11.2024 5.60% 0.16 CHF 0.17 CHF 750'000 250'000 623'438 207'813 108'119 CHF 38'118 CHF 99.15% 99.15%
11.11.2024 4.74% 0.21 CHF 0.22 CHF 600'000 200'000 600'000 200'000 123'780 CHF 43'260 CHF 99.16% 99.16%
08.11.2024 5.77% 0.17 CHF 0.18 CHF 600'000 200'000 645'082 215'027 108'323 CHF 38'258 CHF 99.16% 99.16%
07.11.2024 5.55% 0.15 CHF 0.16 CHF 750'000 250'000 636'717 212'239 111'529 CHF 39'299 CHF 98.18% 98.18%

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