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 20.86% 0.06 CHF 0.07 CHF 200'000 200'000 213'408 213'407 9'166 CHF 11'300 CHF 99.96% 99.96%
19.11.2024 12.17% 0.08 CHF 0.09 CHF 125'000 125'000 132'167 132'170 10'270 CHF 11'592 CHF 99.85% 99.85%
18.11.2024 15.47% 0.07 CHF 0.08 CHF 125'000 125'000 160'668 160'673 9'586 CHF 11'193 CHF 99.89% 99.89%
15.11.2024 15.32% 0.05 CHF 0.06 CHF 175'000 175'000 164'203 164'203 9'919 CHF 11'561 CHF 100.00% 100.00%
14.11.2024 11.99% 0.08 CHF 0.09 CHF 125'000 125'000 132'073 132'069 10'365 CHF 11'685 CHF 99.66% 99.66%
13.11.2024 7.31% 0.13 CHF 0.14 CHF 100'000 100'000 99'213 99'213 13'091 CHF 14'084 CHF 99.96% 99.96%
12.11.2024 9.71% 0.12 CHF 0.13 CHF 100'000 100'000 117'234 117'234 11'495 CHF 12'667 CHF 99.77% 99.77%
11.11.2024 10.52% 0.08 CHF 0.09 CHF 125'000 125'000 124'827 124'826 11'295 CHF 12'544 CHF 99.78% 99.78%
08.11.2024 8.74% 0.11 CHF 0.12 CHF 100'000 100'000 100'450 100'452 10'998 CHF 12'003 CHF 99.83% 99.83%
07.11.2024 9.95% 0.10 CHF 0.11 CHF 125'000 125'000 122'644 122'644 11'744 CHF 12'971 CHF 99.90% 99.90%

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