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 14.57% 0.06 CHF 0.07 CHF 450'000 150'000 450'000 150'000 28'701 CHF 11'067 CHF 99.16% 99.16%
20.11.2024 17.14% 0.04 CHF 0.05 CHF 450'000 150'000 450'000 150'000 25'355 CHF 9'952 CHF 98.68% 98.68%
19.11.2024 13.03% 0.07 CHF 0.08 CHF 450'000 150'000 450'000 150'000 32'664 CHF 12'388 CHF 99.38% 99.38%
18.11.2024 11.28% 0.08 CHF 0.09 CHF 450'000 150'000 450'000 150'000 37'925 CHF 14'142 CHF 99.25% 99.25%
15.11.2024 10.51% 0.09 CHF 0.10 CHF 450'000 150'000 450'000 150'000 40'600 CHF 15'034 CHF 99.38% 99.38%
14.11.2024 10.15% 0.10 CHF 0.11 CHF 450'000 150'000 450'000 150'000 42'221 CHF 15'574 CHF 99.38% 99.38%
13.11.2024 13.35% 0.08 CHF 0.09 CHF 450'000 150'000 450'000 150'000 31'536 CHF 12'012 CHF 99.38% 99.38%
12.11.2024 11.44% 0.08 CHF 0.09 CHF 450'000 150'000 450'000 150'000 37'122 CHF 13'874 CHF 99.38% 99.38%
11.11.2024 10.56% 0.09 CHF 0.10 CHF 450'000 150'000 450'000 150'000 40'456 CHF 14'986 CHF 99.38% 99.38%
08.11.2024 13.01% 0.08 CHF 0.09 CHF 450'000 150'000 450'000 150'000 32'544 CHF 12'348 CHF 99.38% 99.38%

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