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 9.57% 0.08 CHF 0.09 CHF 750'000 250'000 750'000 250'000 75'278 CHF 27'593 CHF 99.38% 99.38%
19.11.2024 9.53% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 75'511 CHF 27'670 CHF 99.38% 99.38%
18.11.2024 9.97% 0.11 CHF 0.12 CHF 750'000 250'000 750'000 250'000 71'802 CHF 26'434 CHF 99.38% 99.38%
15.11.2024 12.05% 0.08 CHF 0.09 CHF 750'000 250'000 750'000 250'000 59'000 CHF 22'167 CHF 99.35% 99.35%
14.11.2024 10.59% 0.09 CHF 0.10 CHF 750'000 250'000 750'000 250'000 67'099 CHF 24'866 CHF 99.38% 99.38%
13.11.2024 10.42% 0.08 CHF 0.09 CHF 750'000 250'000 750'000 250'000 68'674 CHF 25'392 CHF 99.38% 99.38%
12.11.2024 7.58% 0.12 CHF 0.13 CHF 750'000 250'000 750'000 250'000 95'355 CHF 34'285 CHF 99.15% 99.15%
11.11.2024 6.74% 0.14 CHF 0.15 CHF 750'000 250'000 750'000 250'000 107'779 CHF 38'426 CHF 99.13% 99.13%
08.11.2024 8.68% 0.14 CHF 0.15 CHF 750'000 250'000 750'000 250'000 83'833 CHF 30'445 CHF 99.38% 99.38%
07.11.2024 8.61% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 83'430 CHF 30'310 CHF 98.56% 98.56%

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