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 10.37% 0.14 CHF 0.15 CHF 299'455 50'000 318'386 50'000 41'472 CHF 7'234 CHF 98.83% 98.83%
19.11.2024 9.63% 0.13 CHF 0.14 CHF 315'540 50'000 312'174 50'000 41'439 CHF 7'312 CHF 95.59% 95.59%
18.11.2024 10.81% 0.14 CHF 0.16 CHF 295'676 50'000 304'375 44'465 41'842 CHF 6'787 CHF 99.64% 99.64%
15.11.2024 9.52% 0.15 CHF 0.17 CHF 286'560 50'000 266'480 50'000 43'620 CHF 9'010 CHF 100.00% 100.00%
14.11.2024 5.97% 0.20 CHF 0.21 CHF 238'238 50'000 234'207 50'000 47'125 CHF 10'685 CHF 99.44% 99.44%
13.11.2024 6.66% 0.21 CHF 0.23 CHF 225'372 50'000 226'520 49'557 47'510 CHF 11'112 CHF 98.88% 98.88%
12.11.2024 5.05% 0.23 CHF 0.24 CHF 213'370 50'000 204'773 50'000 49'187 CHF 12'637 CHF 88.47% 88.47%
11.11.2024 5.21% 0.27 CHF 0.28 CHF 194'002 50'000 192'891 50'000 50'609 CHF 13'824 CHF 30.68% 30.68%
08.11.2024 5.91% 0.25 CHF 0.26 CHF 202'978 50'000 199'993 50'000 48'889 CHF 12'971 CHF 41.08% 41.08%
07.11.2024 5.95% 0.25 CHF 0.26 CHF 200'128 50'000 199'817 47'035 49'609 CHF 12'414 CHF 43.34% 43.34%

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