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 31.09% 0.04 CHF 0.05 CHF 110'000 110'000 64'142 64'142 1'895 CHF 2'540 CHF 99.90% 99.90%
19.11.2024 36.72% 0.03 CHF 0.04 CHF 110'000 110'000 64'223 64'223 1'518 CHF 2'163 CHF 98.91% 98.91%
18.11.2024 39.29% 0.02 CHF 0.03 CHF 110'000 110'000 64'099 64'099 1'328 CHF 1'972 CHF 99.58% 99.58%
15.11.2024 41.10% 0.02 CHF 0.03 CHF 110'000 110'000 64'043 64'043 1'261 CHF 1'905 CHF 99.89% 99.89%
14.11.2024 45.03% 0.02 CHF 0.03 CHF 110'000 110'000 62'299 62'299 1'151 CHF 1'777 CHF 98.89% 98.89%
13.11.2024 31.09% 0.02 CHF 0.03 CHF 110'000 110'000 64'146 64'146 1'748 CHF 2'392 CHF 100.00% 100.00%
12.11.2024 44.69% 0.03 CHF 0.04 CHF 110'000 110'000 59'656 59'656 1'516 CHF 2'268 CHF 99.82% 99.82%
11.11.2024 24.14% 0.03 CHF 0.04 CHF 110'000 110'000 63'626 63'626 2'375 CHF 3'019 CHF 99.93% 99.93%
08.11.2024 27.52% 0.06 CHF 0.07 CHF 110'000 110'000 42'391 42'391 2'546 CHF 3'017 CHF 100.00% 100.00%
07.11.2024 13.51% 0.08 CHF 0.09 CHF 100'000 100'000 48'625 48'625 3'556 CHF 4'060 CHF 98.22% 98.22%

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