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 11.58% 0.08 CHF 0.09 CHF 220'000 220'000 220'000 220'000 17'932 CHF 20'132 CHF 100.00% 100.00%
19.11.2024 9.45% 0.09 CHF 0.10 CHF 190'000 190'000 183'757 183'757 18'663 CHF 20'500 CHF 99.85% 99.85%
18.11.2024 10.86% 0.12 CHF 0.13 CHF 210'000 210'000 218'433 218'433 19'469 CHF 21'653 CHF 99.95% 99.95%
15.11.2024 10.88% 0.08 CHF 0.09 CHF 190'000 190'000 190'000 190'000 16'622 CHF 18'522 CHF 99.99% 99.99%
14.11.2024 9.27% 0.12 CHF 0.13 CHF 160'000 160'000 166'944 166'944 17'251 CHF 18'921 CHF 99.94% 99.94%
13.11.2024 12.00% 0.14 CHF 0.15 CHF 170'000 170'000 174'820 174'820 14'443 CHF 16'192 CHF 99.11% 99.11%
12.11.2024 3.60% 0.17 CHF 0.18 CHF 130'000 130'000 120'042 120'042 33'057 CHF 34'259 CHF 97.64% 97.64%
11.11.2024 2.98% 0.33 CHF 0.34 CHF 120'000 120'000 119'962 119'962 39'713 CHF 40'913 CHF 99.22% 99.22%
08.11.2024 3.46% 0.30 CHF 0.31 CHF 120'000 120'000 127'773 127'773 36'294 CHF 37'572 CHF 98.72% 98.72%
07.11.2024 3.27% 0.28 CHF 0.30 CHF 140'000 140'000 131'241 131'241 39'502 CHF 40'814 CHF 99.83% 99.83%

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