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
22.11.2024 9.66% 0.12 CHF 0.13 CHF 210'000 210'000 99'299 99'299 10'409 CHF 11'403 CHF 99.65% 99.65%
20.11.2024 10.34% 0.10 CHF 0.11 CHF 220'000 220'000 101'134 101'134 9'741 CHF 10'755 CHF 99.41% 99.41%
19.11.2024 11.04% 0.08 CHF 0.09 CHF 220'000 220'000 100'684 100'684 8'614 CHF 9'627 CHF 100.00% 100.00%
18.11.2024 7.55% 0.12 CHF 0.13 CHF 220'000 220'000 100'062 100'062 12'811 CHF 13'813 CHF 99.85% 99.85%
15.11.2024 8.67% 0.11 CHF 0.12 CHF 220'000 220'000 100'416 100'416 11'471 CHF 12'477 CHF 99.71% 99.71%
14.11.2024 6.28% 0.14 CHF 0.15 CHF 210'000 210'000 98'008 98'008 15'236 CHF 16'220 CHF 98.61% 98.61%
13.11.2024 6.91% 0.16 CHF 0.17 CHF 210'000 210'000 97'922 97'922 14'466 CHF 15'450 CHF 100.00% 100.00%
12.11.2024 6.55% 0.14 CHF 0.15 CHF 220'000 220'000 98'696 98'696 15'210 CHF 16'204 CHF 99.76% 99.76%
11.11.2024 9.98% 0.15 CHF 0.16 CHF 220'000 220'000 99'526 99'526 11'413 CHF 12'416 CHF 99.90% 99.90%
08.11.2024 15.79% 0.07 CHF 0.08 CHF 220'000 220'000 103'770 103'770 6'575 CHF 7'617 CHF 99.06% 99.06%

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