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 14.71% 0.06 CHF 0.07 CHF 250'000 75'000 250'000 67'204 15'823 CHF 4'873 CHF 99.38% 99.38%
19.11.2024 14.38% 0.07 CHF 0.08 CHF 250'000 50'000 250'000 65'912 16'346 CHF 4'887 CHF 99.38% 99.38%
18.11.2024 10.80% 0.08 CHF 0.09 CHF 250'000 50'000 250'000 50'000 21'949 CHF 4'890 CHF 99.37% 99.37%
15.11.2024 8.98% 0.09 CHF 0.10 CHF 250'000 50'000 250'000 50'000 26'710 CHF 5'842 CHF 99.36% 99.36%
14.11.2024 8.92% 0.12 CHF 0.13 CHF 250'000 50'000 250'000 50'000 26'923 CHF 5'885 CHF 99.38% 99.38%
13.11.2024 10.04% 0.10 CHF 0.11 CHF 250'000 50'000 250'000 50'000 23'704 CHF 5'241 CHF 99.38% 99.38%
12.11.2024 10.04% 0.09 CHF 0.10 CHF 250'000 50'000 250'000 50'000 23'743 CHF 5'249 CHF 99.15% 99.15%
11.11.2024 8.07% 0.12 CHF 0.13 CHF 250'000 50'000 250'000 50'000 29'762 CHF 6'452 CHF 99.38% 99.38%
08.11.2024 8.52% 0.12 CHF 0.13 CHF 250'000 50'000 250'000 50'000 28'153 CHF 6'131 CHF 99.37% 99.37%
07.11.2024 7.15% 0.13 CHF 0.14 CHF 250'000 50'000 250'000 50'000 33'760 CHF 7'252 CHF 96.22% 96.22%

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