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 11.05% 0.08 CHF 0.09 CHF 450'000 150'000 450'000 150'000 40'223 CHF 14'908 CHF 98.68% 98.68%
19.11.2024 8.73% 0.10 CHF 0.11 CHF 450'000 150'000 450'000 150'000 49'686 CHF 18'062 CHF 99.38% 99.38%
18.11.2024 7.37% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 59'214 CHF 21'238 CHF 99.26% 99.26%
15.11.2024 8.92% 0.10 CHF 0.11 CHF 450'000 150'000 450'000 150'000 48'391 CHF 17'631 CHF 99.38% 99.38%
14.11.2024 8.31% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 51'956 CHF 18'819 CHF 99.37% 99.37%
13.11.2024 9.39% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 45'764 CHF 16'755 CHF 99.37% 99.37%
12.11.2024 7.95% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 54'381 CHF 19'627 CHF 99.38% 99.38%
11.11.2024 7.90% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 54'897 CHF 19'799 CHF 99.38% 99.38%
08.11.2024 9.25% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 46'655 CHF 17'052 CHF 99.38% 99.38%
07.11.2024 7.19% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 60'620 CHF 21'707 CHF 98.38% 98.38%

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