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 9.79% 0.12 CHF 0.13 CHF 130'000 130'000 63'806 63'806 6'647 CHF 7'286 CHF 99.90% 99.90%
19.11.2024 9.50% 0.12 CHF 0.13 CHF 130'000 130'000 63'234 63'234 6'614 CHF 7'263 CHF 99.84% 99.84%
18.11.2024 8.25% 0.13 CHF 0.14 CHF 130'000 130'000 63'814 63'814 7'674 CHF 8'313 CHF 99.90% 99.90%
15.11.2024 7.84% 0.17 CHF 0.18 CHF 120'000 120'000 53'147 53'147 10'595 CHF 11'375 CHF 99.95% 99.95%
14.11.2024 6.66% 0.25 CHF 0.26 CHF 110'000 110'000 51'216 51'216 13'776 CHF 14'605 CHF 100.00% 100.00%
13.11.2024 6.13% 0.31 CHF 0.32 CHF 90'000 90'000 44'567 44'567 15'838 CHF 16'697 CHF 100.00% 100.00%
12.11.2024 5.07% 0.53 CHF 0.54 CHF 80'000 80'000 34'867 34'867 19'898 CHF 20'708 CHF 99.55% 99.55%
11.11.2024 5.67% 0.68 CHF 0.69 CHF 70'000 70'000 32'704 32'704 19'340 CHF 20'129 CHF 100.00% 100.00%
08.11.2024 5.00% 0.48 CHF 0.49 CHF 70'000 70'000 32'789 32'789 18'873 CHF 19'664 CHF 97.82% 97.82%
07.11.2024 9.49% 0.56 CHF 0.57 CHF 110'000 110'000 39'265 39'265 18'913 CHF 19'869 CHF 98.72% 98.72%

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