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 14.02% 0.07 CHF 0.08 CHF 725'000 375'000 764'998 393'635 50'739 CHF 30'054 CHF 99.17% 99.17%
19.11.2024 17.07% 0.06 CHF 0.07 CHF 850'000 425'000 937'914 476'969 50'299 CHF 30'358 CHF 98.76% 98.76%
18.11.2024 14.96% 0.05 CHF 0.06 CHF 850'000 425'000 803'403 412'226 49'781 CHF 29'674 CHF 97.83% 97.83%
15.11.2024 11.31% 0.07 CHF 0.08 CHF 675'000 350'000 609'134 316'664 50'874 CHF 29'637 CHF 99.31% 99.31%
14.11.2024 7.83% 0.11 CHF 0.12 CHF 500'000 500'000 419'745 419'717 51'573 CHF 55'767 CHF 98.42% 98.42%
13.11.2024 6.91% 0.15 CHF 0.16 CHF 350'000 350'000 334'013 334'004 46'730 CHF 50'069 CHF 97.91% 97.91%
12.11.2024 6.65% 0.13 CHF 0.14 CHF 200'000 200'000 180'050 180'043 26'193 CHF 27'992 CHF 99.03% 99.03%
11.11.2024 6.37% 0.17 CHF 0.18 CHF 163'000 163'000 173'269 173'272 26'352 CHF 28'085 CHF 99.26% 99.26%
08.11.2024 9.11% 0.14 CHF 0.15 CHF 200'000 200'000 241'958 239'658 25'401 CHF 27'568 CHF 99.33% 99.33%
07.11.2024 11.89% 0.09 CHF 0.10 CHF 313'000 163'000 316'373 164'966 25'006 CHF 14'695 CHF 98.81% 98.81%

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