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 24.10% 0.05 CHF 0.06 CHF 210'000 210'000 97'983 97'983 3'940 CHF 4'924 CHF 99.90% 99.90%
19.11.2024 25.68% 0.03 CHF 0.04 CHF 220'000 220'000 99'560 99'560 3'460 CHF 4'460 CHF 99.94% 99.94%
18.11.2024 19.94% 0.04 CHF 0.05 CHF 210'000 210'000 79'668 79'668 3'525 CHF 4'325 CHF 99.90% 99.90%
15.11.2024 17.55% 0.05 CHF 0.06 CHF 210'000 210'000 97'529 97'529 5'098 CHF 6'083 CHF 99.90% 99.90%
14.11.2024 12.16% 0.07 CHF 0.08 CHF 210'000 210'000 86'759 86'759 6'705 CHF 7'577 CHF 100.00% 100.00%
13.11.2024 10.79% 0.09 CHF 0.10 CHF 200'000 200'000 85'915 85'915 7'676 CHF 8'540 CHF 100.00% 100.00%
12.11.2024 7.17% 0.12 CHF 0.13 CHF 190'000 190'000 83'430 83'430 11'344 CHF 12'182 CHF 99.94% 99.94%
11.11.2024 6.10% 0.17 CHF 0.18 CHF 180'000 180'000 80'699 80'699 13'182 CHF 13'993 CHF 99.90% 99.90%
08.11.2024 5.95% 0.15 CHF 0.16 CHF 150'000 150'000 66'273 66'273 11'212 CHF 11'892 CHF 98.94% 98.94%
07.11.2024 6.91% 0.17 CHF 0.18 CHF 190'000 190'000 85'947 85'947 13'043 CHF 13'906 CHF 99.52% 99.52%

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