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 11.62% 0.08 CHF 0.09 CHF 600'000 300'000 620'063 318'454 50'286 CHF 29'000 CHF 99.39% 99.39%
19.11.2024 11.06% 0.08 CHF 0.09 CHF 600'000 300'000 588'947 300'523 50'374 CHF 28'708 CHF 98.27% 98.27%
18.11.2024 11.62% 0.09 CHF 0.10 CHF 600'000 300'000 619'799 319'121 50'247 CHF 29'048 CHF 99.30% 99.30%
15.11.2024 12.82% 0.08 CHF 0.09 CHF 675'000 350'000 691'874 358'443 50'516 CHF 29'756 CHF 99.38% 99.38%
14.11.2024 12.54% 0.08 CHF 0.09 CHF 675'000 350'000 676'892 350'945 50'578 CHF 29'734 CHF 99.35% 99.35%
13.11.2024 12.71% 0.08 CHF 0.09 CHF 625'000 325'000 680'299 353'716 50'088 CHF 29'584 CHF 99.37% 99.37%
12.11.2024 13.67% 0.07 CHF 0.08 CHF 725'000 375'000 741'862 384'081 50'603 CHF 30'036 CHF 99.07% 99.07%
11.11.2024 15.38% 0.06 CHF 0.07 CHF 850'000 425'000 844'293 423'259 50'664 CHF 29'631 CHF 99.28% 99.28%
08.11.2024 13.78% 0.07 CHF 0.08 CHF 775'000 400'000 746'140 385'570 50'403 CHF 29'903 CHF 99.39% 99.39%
07.11.2024 11.34% 0.08 CHF 0.09 CHF 625'000 325'000 606'673 313'004 50'470 CHF 29'174 CHF 99.25% 99.25%

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