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 14.19% 0.06 CHF 0.07 CHF 800'000 100'000 800'000 100'000 52'705 CHF 7'588 CHF 99.17% 99.17%
19.11.2024 14.68% 0.07 CHF 0.08 CHF 800'000 100'000 800'000 115'456 50'805 CHF 8'432 CHF 99.17% 99.17%
18.11.2024 12.46% 0.07 CHF 0.08 CHF 800'000 100'000 800'000 105'149 60'755 CHF 8'955 CHF 99.22% 99.22%
15.11.2024 12.31% 0.09 CHF 0.10 CHF 800'000 100'000 800'000 100'000 61'412 CHF 8'676 CHF 99.16% 99.16%
14.11.2024 12.78% 0.07 CHF 0.08 CHF 800'000 100'000 800'000 109'919 58'851 CHF 9'139 CHF 99.15% 99.15%
13.11.2024 14.35% 0.06 CHF 0.07 CHF 800'000 150'000 800'000 149'031 52'036 CHF 11'179 CHF 99.16% 99.16%
12.11.2024 15.78% 0.05 CHF 0.06 CHF 800'000 150'000 800'000 150'000 47'016 CHF 10'316 CHF 99.16% 99.16%
11.11.2024 10.49% 0.08 CHF 0.09 CHF 800'000 100'000 800'000 100'000 72'748 CHF 10'094 CHF 99.16% 99.16%
08.11.2024 11.08% 0.09 CHF 0.10 CHF 800'000 100'000 800'000 100'000 68'450 CHF 9'556 CHF 99.16% 99.16%
07.11.2024 10.79% 0.08 CHF 0.09 CHF 800'000 100'000 800'000 100'000 70'315 CHF 9'789 CHF 98.19% 98.19%

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