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 8.45% 0.14 CHF 0.15 CHF 110'000 110'000 64'141 64'141 7'795 CHF 8'440 CHF 99.90% 99.90%
19.11.2024 9.57% 0.11 CHF 0.12 CHF 110'000 110'000 64'222 64'222 6'748 CHF 7'393 CHF 98.91% 98.91%
18.11.2024 12.89% 0.08 CHF 0.09 CHF 110'000 110'000 64'098 64'098 4'846 CHF 5'491 CHF 99.59% 99.59%
15.11.2024 13.06% 0.07 CHF 0.08 CHF 110'000 110'000 64'039 64'039 4'682 CHF 5'327 CHF 99.89% 99.89%
14.11.2024 15.33% 0.08 CHF 0.09 CHF 110'000 110'000 62'306 62'306 4'122 CHF 4'748 CHF 98.84% 98.84%
13.11.2024 10.09% 0.08 CHF 0.09 CHF 110'000 110'000 64'146 64'146 6'082 CHF 6'726 CHF 100.00% 100.00%
12.11.2024 14.30% 0.10 CHF 0.11 CHF 110'000 110'000 59'564 59'564 5'474 CHF 6'225 CHF 100.00% 100.00%
11.11.2024 6.32% 0.12 CHF 0.13 CHF 90'000 90'000 51'793 51'793 8'173 CHF 8'698 CHF 99.93% 99.93%
08.11.2024 8.90% 0.21 CHF 0.22 CHF 90'000 90'000 34'856 34'856 7'409 CHF 7'795 CHF 99.93% 99.93%
07.11.2024 4.81% 0.24 CHF 0.25 CHF 80'000 80'000 43'024 43'024 10'040 CHF 10'497 CHF 98.22% 98.22%

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