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 9.11% 0.11 CHF 0.12 CHF 750'000 150'000 749'386 150'000 78'749 CHF 17'265 CHF 99.37% 99.37%
19.11.2024 14.00% 0.07 CHF 0.08 CHF 900'000 150'000 900'000 150'000 60'120 CHF 11'520 CHF 99.37% 99.37%
18.11.2024 13.78% 0.06 CHF 0.07 CHF 900'000 150'000 900'000 150'000 61'322 CHF 11'720 CHF 99.23% 99.23%
15.11.2024 9.98% 0.07 CHF 0.08 CHF 900'000 150'000 801'732 150'000 76'826 CHF 15'995 CHF 99.38% 99.38%
14.11.2024 7.19% 0.12 CHF 0.13 CHF 750'000 150'000 685'068 150'000 91'790 CHF 21'703 CHF 99.38% 99.38%
13.11.2024 5.69% 0.18 CHF 0.19 CHF 600'000 150'000 600'000 150'000 102'746 CHF 27'186 CHF 99.37% 99.37%
12.11.2024 4.24% 0.23 CHF 0.24 CHF 600'000 150'000 552'648 150'000 129'490 CHF 37'581 CHF 99.37% 99.37%
11.11.2024 5.86% 0.16 CHF 0.17 CHF 600'000 150'000 629'836 150'000 104'263 CHF 26'420 CHF 99.37% 99.37%
08.11.2024 7.22% 0.13 CHF 0.14 CHF 750'000 150'000 747'790 150'000 100'542 CHF 21'679 CHF 99.37% 99.37%
07.11.2024 5.38% 0.17 CHF 0.18 CHF 600'000 150'000 600'000 150'000 108'561 CHF 28'640 CHF 99.29% 99.29%

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