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 20.99% 0.05 CHF 0.06 CHF 750'000 250'000 750'000 250'000 32'290 CHF 13'264 CHF 99.17% 99.17%
19.11.2024 20.74% 0.04 CHF 0.05 CHF 750'000 250'000 750'000 250'000 32'745 CHF 13'415 CHF 99.17% 99.17%
18.11.2024 18.20% 0.05 CHF 0.06 CHF 750'000 250'000 750'000 250'000 37'470 CHF 14'990 CHF 99.23% 99.23%
15.11.2024 13.45% 0.06 CHF 0.07 CHF 750'000 250'000 750'000 250'000 52'331 CHF 19'944 CHF 99.17% 99.17%
14.11.2024 10.12% 0.09 CHF 0.10 CHF 750'000 250'000 750'000 250'000 70'576 CHF 26'025 CHF 99.16% 99.16%
13.11.2024 9.39% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 76'176 CHF 27'892 CHF 99.16% 99.16%
12.11.2024 7.43% 0.11 CHF 0.12 CHF 750'000 250'000 750'000 250'000 97'284 CHF 34'928 CHF 99.16% 99.16%
11.11.2024 6.74% 0.14 CHF 0.15 CHF 750'000 250'000 702'252 234'084 100'675 CHF 35'899 CHF 99.17% 99.17%
08.11.2024 7.35% 0.13 CHF 0.14 CHF 750'000 250'000 750'000 250'000 98'389 CHF 35'296 CHF 99.17% 99.17%
07.11.2024 7.36% 0.13 CHF 0.14 CHF 750'000 250'000 750'000 250'000 98'339 CHF 35'280 CHF 98.27% 98.27%

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