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 8.95% 0.10 CHF 0.11 CHF 750'000 150'000 750'000 150'000 80'500 CHF 17'600 CHF 99.16% 99.16%
19.11.2024 8.45% 0.12 CHF 0.13 CHF 750'000 150'000 750'000 150'000 85'132 CHF 18'526 CHF 99.17% 99.17%
18.11.2024 8.84% 0.11 CHF 0.12 CHF 750'000 150'000 750'000 150'000 81'281 CHF 17'756 CHF 99.23% 99.23%
15.11.2024 10.24% 0.10 CHF 0.11 CHF 750'000 150'000 750'000 150'000 69'680 CHF 15'436 CHF 99.17% 99.17%
14.11.2024 9.77% 0.10 CHF 0.11 CHF 750'000 150'000 750'000 150'000 73'332 CHF 16'167 CHF 99.16% 99.16%
13.11.2024 13.60% 0.06 CHF 0.07 CHF 750'000 150'000 750'000 150'000 51'611 CHF 11'822 CHF 99.16% 99.16%
12.11.2024 12.63% 0.07 CHF 0.08 CHF 750'000 150'000 750'000 150'000 55'896 CHF 12'679 CHF 99.16% 99.16%
11.11.2024 8.14% 0.09 CHF 0.10 CHF 750'000 150'000 750'000 150'000 90'185 CHF 19'537 CHF 99.17% 99.17%
08.11.2024 6.58% 0.14 CHF 0.15 CHF 750'000 150'000 750'000 150'000 110'901 CHF 23'680 CHF 99.17% 99.17%
07.11.2024 6.25% 0.15 CHF 0.16 CHF 750'000 150'000 750'000 150'000 116'736 CHF 24'847 CHF 98.27% 98.27%

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