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 8.01% 0.12 CHF 0.13 CHF 750'000 250'000 694'802 231'601 83'220 CHF 30'056 CHF 99.16% 99.16%
19.11.2024 8.18% 0.11 CHF 0.12 CHF 750'000 250'000 727'765 242'588 85'425 CHF 30'901 CHF 99.16% 99.16%
18.11.2024 6.96% 0.14 CHF 0.15 CHF 600'000 200'000 600'000 200'000 83'416 CHF 29'805 CHF 99.22% 99.22%
15.11.2024 7.24% 0.14 CHF 0.15 CHF 600'000 200'000 609'701 203'234 81'244 CHF 29'114 CHF 99.16% 99.16%
14.11.2024 7.73% 0.13 CHF 0.14 CHF 600'000 200'000 660'177 220'059 81'915 CHF 29'506 CHF 99.15% 99.15%
13.11.2024 7.87% 0.12 CHF 0.13 CHF 750'000 250'000 725'729 241'910 88'537 CHF 31'931 CHF 99.16% 99.16%
12.11.2024 8.19% 0.13 CHF 0.14 CHF 750'000 250'000 744'326 248'109 87'414 CHF 31'619 CHF 99.17% 99.17%
11.11.2024 6.19% 0.14 CHF 0.15 CHF 600'000 200'000 600'000 200'000 94'084 CHF 33'361 CHF 99.16% 99.16%
08.11.2024 7.33% 0.15 CHF 0.16 CHF 600'000 200'000 602'306 200'769 79'200 CHF 28'408 CHF 99.17% 99.17%
07.11.2024 7.50% 0.13 CHF 0.14 CHF 600'000 200'000 617'215 205'738 79'137 CHF 28'437 CHF 98.18% 98.18%

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