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 14.47% 0.30 CHF 0.35 CHF 10'000 10'000 6'087 6'087 1'946 CHF 2'250 CHF 99.62% 99.62%
19.11.2024 14.54% 0.35 CHF 0.40 CHF 10'000 10'000 6'087 6'087 1'957 CHF 2'261 CHF 99.63% 99.63%
18.11.2024 15.79% 0.33 CHF 0.38 CHF 10'000 10'000 6'086 6'086 1'811 CHF 2'115 CHF 99.63% 99.63%
15.11.2024 3.12% 0.30 CHF 0.31 CHF 170'000 100'000 163'489 60'505 51'606 CHF 19'564 CHF 98.72% 98.72%
14.11.2024 3.29% 0.32 CHF 0.33 CHF 160'000 100'000 173'070 60'866 51'753 CHF 19'031 CHF 99.63% 99.63%
13.11.2024 3.62% 0.29 CHF 0.30 CHF 180'000 100'000 180'025 60'827 50'349 CHF 17'629 CHF 97.01% 97.01%
12.11.2024 3.41% 0.30 CHF 0.31 CHF 170'000 100'000 178'860 66'693 51'579 CHF 19'931 CHF 64.84% 64.84%
11.11.2024 3.13% 0.27 CHF 0.28 CHF 190'000 100'000 164'414 60'458 51'714 CHF 19'298 CHF 97.26% 97.26%
08.11.2024 2.88% 0.33 CHF 0.34 CHF 160'000 100'000 150'998 60'865 51'623 CHF 21'414 CHF 99.63% 99.63%
07.11.2024 3.41% 0.32 CHF 0.33 CHF 160'000 100'000 176'921 60'871 50'966 CHF 18'458 CHF 99.58% 99.58%

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