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 16.25% 0.07 CHF 0.08 CHF 110'000 110'000 64'141 64'141 3'924 CHF 4'568 CHF 99.90% 99.90%
19.11.2024 18.87% 0.06 CHF 0.07 CHF 110'000 110'000 64'223 64'223 3'266 CHF 3'912 CHF 98.91% 98.91%
18.11.2024 23.86% 0.04 CHF 0.05 CHF 110'000 110'000 64'097 64'097 2'436 CHF 3'080 CHF 99.59% 99.59%
15.11.2024 23.82% 0.03 CHF 0.04 CHF 110'000 110'000 64'037 64'037 2'412 CHF 3'056 CHF 99.89% 99.89%
14.11.2024 27.48% 0.04 CHF 0.05 CHF 110'000 110'000 62'306 62'306 2'138 CHF 2'763 CHF 98.84% 98.84%
13.11.2024 18.03% 0.04 CHF 0.05 CHF 110'000 110'000 64'147 64'147 3'257 CHF 3'901 CHF 100.00% 100.00%
12.11.2024 25.03% 0.05 CHF 0.06 CHF 110'000 110'000 59'564 59'564 2'931 CHF 3'682 CHF 100.00% 100.00%
11.11.2024 11.27% 0.07 CHF 0.08 CHF 110'000 110'000 63'629 63'629 5'485 CHF 6'129 CHF 99.93% 99.93%
08.11.2024 14.77% 0.12 CHF 0.13 CHF 110'000 110'000 42'387 42'387 5'205 CHF 5'676 CHF 100.00% 100.00%
07.11.2024 7.35% 0.14 CHF 0.15 CHF 100'000 100'000 48'626 48'626 6'776 CHF 7'279 CHF 98.22% 98.22%

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