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 9.77% 0.09 CHF 0.10 CHF 750'000 100'000 750'000 100'000 73'134 CHF 10'751 CHF 99.17% 99.17%
19.11.2024 10.32% 0.09 CHF 0.10 CHF 750'000 100'000 750'000 100'000 69'042 CHF 10'206 CHF 99.16% 99.16%
18.11.2024 8.75% 0.11 CHF 0.12 CHF 750'000 100'000 750'000 100'000 82'112 CHF 11'948 CHF 98.77% 98.77%
15.11.2024 8.43% 0.14 CHF 0.15 CHF 750'000 100'000 750'000 100'000 85'449 CHF 12'393 CHF 99.17% 99.17%
14.11.2024 7.00% 0.13 CHF 0.14 CHF 750'000 100'000 750'000 100'000 103'489 CHF 14'799 CHF 99.16% 99.16%
13.11.2024 7.29% 0.14 CHF 0.15 CHF 750'000 100'000 750'000 100'000 99'215 CHF 14'229 CHF 98.93% 98.93%
12.11.2024 5.96% 0.14 CHF 0.15 CHF 750'000 100'000 750'000 100'000 122'996 CHF 17'400 CHF 99.16% 99.16%
11.11.2024 5.20% 0.20 CHF 0.21 CHF 750'000 100'000 750'000 100'000 140'878 CHF 19'784 CHF 99.16% 99.16%
08.11.2024 6.34% 0.15 CHF 0.16 CHF 750'000 100'000 750'000 100'000 114'615 CHF 16'282 CHF 99.16% 99.16%
07.11.2024 6.32% 0.16 CHF 0.17 CHF 750'000 100'000 750'000 100'000 115'161 CHF 16'355 CHF 98.26% 98.26%

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