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 17.73% 0.05 CHF 0.06 CHF 750'000 125'000 750'000 125'000 38'710 CHF 7'702 CHF 98.83% 98.83%
19.11.2024 18.12% 0.05 CHF 0.06 CHF 750'000 125'000 750'000 125'000 38'056 CHF 7'593 CHF 99.17% 99.17%
18.11.2024 18.76% 0.06 CHF 0.07 CHF 750'000 125'000 750'000 125'000 36'651 CHF 7'358 CHF 99.22% 99.22%
15.11.2024 17.01% 0.05 CHF 0.06 CHF 750'000 125'000 750'000 125'000 40'653 CHF 8'025 CHF 99.17% 99.17%
14.11.2024 15.31% 0.06 CHF 0.07 CHF 750'000 125'000 750'000 125'000 45'290 CHF 8'798 CHF 99.15% 99.15%
13.11.2024 15.20% 0.06 CHF 0.07 CHF 750'000 125'000 750'000 125'000 45'780 CHF 8'880 CHF 98.96% 98.96%
12.11.2024 13.87% 0.07 CHF 0.08 CHF 750'000 125'000 750'000 125'000 50'785 CHF 9'714 CHF 99.16% 99.16%
11.11.2024 12.98% 0.08 CHF 0.09 CHF 750'000 125'000 750'000 125'000 54'195 CHF 10'283 CHF 99.17% 99.17%
08.11.2024 13.57% 0.07 CHF 0.08 CHF 750'000 125'000 750'000 125'000 51'673 CHF 9'862 CHF 99.17% 99.17%
07.11.2024 13.34% 0.07 CHF 0.08 CHF 750'000 125'000 750'000 125'000 52'801 CHF 10'050 CHF 97.77% 97.77%

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