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 8.86% 0.11 CHF 0.12 CHF 100'000 100'000 90'032 90'034 9'707 CHF 10'607 CHF 99.97% 99.97%
19.11.2024 13.85% 0.07 CHF 0.08 CHF 125'000 125'000 129'737 129'738 8'718 CHF 10'016 CHF 99.85% 99.85%
18.11.2024 10.96% 0.07 CHF 0.08 CHF 125'000 125'000 105'771 105'766 9'162 CHF 10'219 CHF 99.91% 99.91%
15.11.2024 9.62% 0.11 CHF 0.12 CHF 100'000 100'000 100'150 100'152 10'002 CHF 11'004 CHF 100.00% 100.00%
14.11.2024 11.81% 0.09 CHF 0.10 CHF 100'000 100'000 115'629 115'628 9'206 CHF 10'362 CHF 99.52% 99.52%
13.11.2024 18.51% 0.05 CHF 0.06 CHF 175'000 175'000 176'822 176'820 8'687 CHF 10'456 CHF 99.95% 99.95%
12.11.2024 13.72% 0.05 CHF 0.06 CHF 150'000 150'000 130'805 130'806 8'921 CHF 10'229 CHF 99.80% 99.80%
11.11.2024 11.53% 0.08 CHF 0.09 CHF 125'000 125'000 123'640 123'640 10'120 CHF 11'357 CHF 99.78% 99.78%
08.11.2024 12.58% 0.08 CHF 0.09 CHF 125'000 125'000 125'789 125'788 9'389 CHF 10'646 CHF 99.88% 99.88%
07.11.2024 10.34% 0.09 CHF 0.10 CHF 125'000 125'000 111'511 111'512 10'210 CHF 11'325 CHF 99.90% 99.90%

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