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 8.89% 0.09 CHF 0.10 CHF 750'000 250'000 753'194 251'065 81'447 CHF 29'660 CHF 98.94% 98.94%
19.11.2024 9.26% 0.11 CHF 0.12 CHF 750'000 250'000 749'073 249'691 77'444 CHF 28'312 CHF 95.77% 95.77%
18.11.2024 4.88% 0.17 CHF 0.18 CHF 600'000 200'000 585'094 195'031 116'996 CHF 40'949 CHF 97.05% 97.05%
15.11.2024 3.88% 0.24 CHF 0.25 CHF 450'000 150'000 463'346 154'449 117'248 CHF 40'627 CHF 94.80% 94.80%
14.11.2024 3.05% 0.27 CHF 0.28 CHF 450'000 150'000 450'000 150'000 146'768 CHF 50'423 CHF 98.16% 98.16%
13.11.2024 6.75% 0.15 CHF 0.16 CHF 750'000 250'000 740'256 246'752 106'330 CHF 37'911 CHF 98.28% 98.28%
12.11.2024 5.24% 0.14 CHF 0.15 CHF 750'000 250'000 613'963 204'654 114'502 CHF 40'214 CHF 98.38% 98.38%
11.11.2024 3.80% 0.25 CHF 0.26 CHF 600'000 200'000 600'000 200'000 155'217 CHF 53'739 CHF 98.74% 98.74%
08.11.2024 4.29% 0.21 CHF 0.22 CHF 600'000 200'000 600'000 200'000 137'860 CHF 47'953 CHF 97.69% 97.69%
07.11.2024 3.75% 0.29 CHF 0.30 CHF 600'000 200'000 600'000 200'000 157'898 CHF 54'633 CHF 98.16% 98.16%

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