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 8.85% 0.10 CHF 0.11 CHF 450'000 50'000 450'000 50'000 48'879 CHF 5'931 CHF 99.38% 99.38%
19.11.2024 7.39% 0.13 CHF 0.14 CHF 450'000 50'000 450'000 50'000 58'772 CHF 7'030 CHF 99.37% 99.37%
18.11.2024 7.76% 0.13 CHF 0.14 CHF 450'000 50'000 450'000 50'000 55'949 CHF 6'717 CHF 99.37% 99.37%
15.11.2024 6.85% 0.14 CHF 0.15 CHF 450'000 50'000 450'000 50'000 63'485 CHF 7'554 CHF 99.36% 99.36%
14.11.2024 6.07% 0.16 CHF 0.17 CHF 450'000 50'000 450'000 50'000 71'879 CHF 8'487 CHF 99.38% 99.38%
13.11.2024 7.24% 0.16 CHF 0.17 CHF 450'000 50'000 450'000 50'000 60'210 CHF 7'190 CHF 99.37% 99.37%
12.11.2024 5.64% 0.14 CHF 0.15 CHF 450'000 50'000 450'000 50'000 77'831 CHF 9'148 CHF 99.15% 99.15%
11.11.2024 5.60% 0.19 CHF 0.20 CHF 450'000 50'000 450'000 50'000 78'168 CHF 9'185 CHF 99.38% 99.38%
08.11.2024 5.51% 0.17 CHF 0.18 CHF 450'000 50'000 450'000 50'000 79'507 CHF 9'334 CHF 99.37% 99.37%
07.11.2024 4.65% 0.20 CHF 0.21 CHF 450'000 50'000 91'453 50'000 18'799 CHF 11'009 CHF 98.58% 98.58%

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