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 9.90% 0.09 CHF 0.10 CHF 900'000 300'000 900'000 300'000 86'694 CHF 31'898 CHF 99.38% 99.38%
19.11.2024 8.53% 0.10 CHF 0.11 CHF 900'000 300'000 812'069 270'690 91'407 CHF 33'176 CHF 99.38% 99.38%
18.11.2024 9.72% 0.13 CHF 0.14 CHF 750'000 250'000 876'634 292'226 86'718 CHF 31'829 CHF 99.38% 99.38%
15.11.2024 9.74% 0.09 CHF 0.10 CHF 900'000 300'000 905'159 305'159 88'853 CHF 32'944 CHF 99.35% 99.35%
14.11.2024 8.53% 0.13 CHF 0.14 CHF 750'000 250'000 860'621 286'874 96'652 CHF 35'086 CHF 99.38% 99.38%
13.11.2024 9.38% 0.15 CHF 0.16 CHF 750'000 250'000 921'914 338'310 95'309 CHF 37'846 CHF 99.38% 99.38%
12.11.2024 3.83% 0.17 CHF 0.18 CHF 750'000 250'000 608'144 202'715 156'332 CHF 54'138 CHF 99.16% 99.16%
11.11.2024 3.22% 0.31 CHF 0.32 CHF 600'000 200'000 600'000 200'000 183'199 CHF 63'066 CHF 99.13% 99.13%
08.11.2024 3.68% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 160'367 CHF 55'456 CHF 99.37% 99.37%
07.11.2024 3.49% 0.27 CHF 0.28 CHF 600'000 200'000 600'000 200'000 168'912 CHF 58'304 CHF 98.56% 98.56%

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