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
22.11.2024 21.72% 0.04 CHF 0.05 CHF 450'000 150'000 450'000 150'000 18'560 CHF 7'687 CHF 99.17% 99.17%
20.11.2024 21.20% 0.04 CHF 0.05 CHF 450'000 150'000 450'000 150'000 20'800 CHF 8'433 CHF 98.68% 98.68%
19.11.2024 14.81% 0.06 CHF 0.07 CHF 450'000 150'000 450'000 149'998 28'482 CHF 10'994 CHF 99.38% 99.38%
18.11.2024 12.15% 0.09 CHF 0.10 CHF 450'000 150'000 450'000 150'000 35'871 CHF 13'457 CHF 99.25% 99.25%
15.11.2024 15.20% 0.05 CHF 0.06 CHF 450'000 150'000 450'000 150'000 27'636 CHF 10'712 CHF 99.38% 99.38%
14.11.2024 13.50% 0.07 CHF 0.08 CHF 450'000 150'000 450'000 150'000 31'168 CHF 11'889 CHF 99.38% 99.38%
13.11.2024 15.94% 0.06 CHF 0.07 CHF 450'000 150'000 450'000 150'000 26'103 CHF 10'201 CHF 99.37% 99.37%
12.11.2024 13.00% 0.07 CHF 0.08 CHF 450'000 150'000 450'000 150'000 32'451 CHF 12'317 CHF 99.37% 99.37%
11.11.2024 12.55% 0.09 CHF 0.10 CHF 450'000 150'000 450'000 150'000 33'894 CHF 12'798 CHF 99.38% 99.38%
08.11.2024 14.04% 0.07 CHF 0.08 CHF 450'000 150'000 450'000 150'000 30'141 CHF 11'547 CHF 99.37% 99.37%

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