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 15.06% 0.07 CHF 0.08 CHF 775'000 400'000 828'036 417'504 50'844 CHF 29'824 CHF 99.80% 99.80%
19.11.2024 14.64% 0.06 CHF 0.07 CHF 850'000 425'000 792'765 406'975 50'189 CHF 29'846 CHF 99.71% 99.71%
18.11.2024 16.03% 0.06 CHF 0.07 CHF 925'000 475'000 887'588 450'057 50'950 CHF 30'325 CHF 99.69% 99.69%
15.11.2024 16.60% 0.06 CHF 0.07 CHF 850'000 425'000 921'140 471'680 50'882 CHF 30'768 CHF 99.81% 99.81%
14.11.2024 15.72% 0.06 CHF 0.07 CHF 925'000 475'000 869'480 437'986 50'981 CHF 30'050 CHF 99.81% 99.81%
13.11.2024 15.49% 0.07 CHF 0.08 CHF 850'000 425'000 854'984 429'003 50'935 CHF 29'845 CHF 99.80% 99.80%
12.11.2024 15.00% 0.06 CHF 0.07 CHF 775'000 400'000 810'291 412'246 49'955 CHF 29'552 CHF 99.49% 99.49%
11.11.2024 15.72% 0.06 CHF 0.07 CHF 850'000 425'000 869'434 437'957 50'967 CHF 30'043 CHF 99.71% 99.71%
08.11.2024 16.19% 0.06 CHF 0.07 CHF 925'000 475'000 898'382 457'256 50'997 CHF 30'518 CHF 99.80% 99.80%
07.11.2024 16.61% 0.06 CHF 0.07 CHF 925'000 475'000 917'774 471'155 50'671 CHF 30'722 CHF 95.67% 95.67%

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