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 19.30% 0.05 CHF 0.06 CHF 200'000 200'000 151'915 151'895 7'077 CHF 8'595 CHF 99.97% 99.97%
19.11.2024 16.75% 0.06 CHF 0.07 CHF 100'000 100'000 111'332 111'332 6'084 CHF 7'197 CHF 99.85% 99.85%
18.11.2024 16.73% 0.06 CHF 0.07 CHF 125'000 125'000 112'212 112'212 6'146 CHF 7'268 CHF 99.91% 99.91%
15.11.2024 16.52% 0.06 CHF 0.07 CHF 100'000 100'000 118'632 118'632 6'582 CHF 7'768 CHF 100.00% 100.00%
14.11.2024 16.83% 0.05 CHF 0.06 CHF 125'000 125'000 114'757 114'758 6'236 CHF 7'384 CHF 99.52% 99.52%
13.11.2024 16.78% 0.06 CHF 0.07 CHF 100'000 100'000 117'915 117'913 6'386 CHF 7'565 CHF 99.94% 99.94%
12.11.2024 16.82% 0.06 CHF 0.07 CHF 100'000 100'000 120'924 120'926 6'586 CHF 7'795 CHF 99.79% 99.79%
11.11.2024 16.87% 0.05 CHF 0.06 CHF 125'000 125'000 125'000 125'000 6'793 CHF 8'043 CHF 99.81% 99.81%
08.11.2024 15.02% 0.06 CHF 0.07 CHF 125'000 125'000 107'816 107'814 6'633 CHF 7'711 CHF 99.83% 99.83%
07.11.2024 15.41% 0.06 CHF 0.07 CHF 100'000 100'000 120'555 120'553 7'224 CHF 8'430 CHF 99.90% 99.90%

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