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 15.65% 0.06 CHF 0.07 CHF 200'000 200'000 185'697 185'696 10'948 CHF 12'805 CHF 99.96% 99.96%
19.11.2024 15.78% 0.07 CHF 0.08 CHF 175'000 175'000 191'123 191'121 11'163 CHF 13'074 CHF 99.81% 99.81%
18.11.2024 15.30% 0.07 CHF 0.08 CHF 175'000 175'000 182'312 182'311 11'007 CHF 12'830 CHF 99.91% 99.91%
15.11.2024 13.23% 0.07 CHF 0.08 CHF 150'000 150'000 152'900 152'901 10'795 CHF 12'324 CHF 100.00% 100.00%
14.11.2024 12.01% 0.08 CHF 0.09 CHF 150'000 150'000 148'957 148'956 11'664 CHF 13'154 CHF 99.61% 99.61%
13.11.2024 11.59% 0.08 CHF 0.09 CHF 150'000 150'000 139'828 139'829 11'365 CHF 12'763 CHF 99.95% 99.95%
12.11.2024 9.68% 0.09 CHF 0.10 CHF 125'000 125'000 117'833 117'833 11'591 CHF 12'769 CHF 99.84% 99.84%
11.11.2024 8.33% 0.11 CHF 0.12 CHF 100'000 100'000 100'000 100'000 11'522 CHF 12'522 CHF 99.82% 99.82%
08.11.2024 8.37% 0.10 CHF 0.11 CHF 100'000 100'000 100'522 100'522 11'577 CHF 12'582 CHF 99.83% 99.83%
07.11.2024 6.93% 0.13 CHF 0.14 CHF 100'000 100'000 98'180 98'179 13'674 CHF 14'656 CHF 99.88% 99.88%

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