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 9.05% 0.12 CHF 0.13 CHF 420'000 50'000 470'390 30'097 49'722 CHF 3'640 CHF 93.86% 93.86%
19.11.2024 11.26% 0.08 CHF 0.09 CHF 500'000 50'000 500'000 29'803 42'134 CHF 2'799 CHF 99.61% 99.61%
18.11.2024 8.48% 0.08 CHF 0.09 CHF 500'000 50'000 424'790 32'132 48'571 CHF 3'844 CHF 67.07% 67.07%
15.11.2024 4.49% 0.17 CHF 0.18 CHF 300'000 50'000 232'128 29'800 50'533 CHF 6'640 CHF 99.62% 99.62%
14.11.2024 2.74% 0.31 CHF 0.32 CHF 170'000 50'000 144'949 27'881 52'089 CHF 10'086 CHF 91.44% 91.44%
13.11.2024 2.45% 0.42 CHF 0.43 CHF 120'000 50'000 124'586 30'329 51'927 CHF 13'036 CHF 91.84% 91.84%
12.11.2024 2.26% 0.38 CHF 0.39 CHF 140'000 50'000 118'657 29'262 51'799 CHF 12'892 CHF 87.51% 87.51%
11.11.2024 2.06% 0.53 CHF 0.54 CHF 100'000 50'000 108'076 28'861 52'005 CHF 14'411 CHF 97.24% 97.24%
08.11.2024 3.00% 0.44 CHF 0.45 CHF 120'000 50'000 158'557 29'892 51'995 CHF 10'585 CHF 98.55% 98.55%
07.11.2024 4.42% 0.25 CHF 0.26 CHF 200'000 50'000 228'556 29'936 50'513 CHF 7'030 CHF 97.61% 97.61%

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