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 18.08% 0.05 CHF 0.06 CHF 250'000 150'000 250'000 150'000 12'595 CHF 9'057 CHF 99.38% 99.38%
19.11.2024 17.72% 0.05 CHF 0.06 CHF 250'000 150'000 250'000 146'203 12'909 CHF 8'980 CHF 99.38% 99.38%
18.11.2024 15.38% 0.06 CHF 0.07 CHF 250'000 100'000 250'000 100'479 15'000 CHF 7'034 CHF 99.37% 99.37%
15.11.2024 12.87% 0.06 CHF 0.07 CHF 250'000 100'000 250'000 100'000 18'275 CHF 8'310 CHF 99.36% 99.36%
14.11.2024 12.58% 0.08 CHF 0.09 CHF 250'000 100'000 250'000 100'000 18'699 CHF 8'480 CHF 99.38% 99.38%
13.11.2024 13.34% 0.07 CHF 0.08 CHF 250'000 100'000 250'000 100'000 17'487 CHF 7'995 CHF 99.38% 99.38%
12.11.2024 13.41% 0.07 CHF 0.08 CHF 250'000 100'000 250'000 100'000 17'415 CHF 7'966 CHF 99.15% 99.15%
11.11.2024 11.76% 0.08 CHF 0.09 CHF 250'000 100'000 250'000 100'000 20'011 CHF 9'005 CHF 99.38% 99.38%
08.11.2024 11.97% 0.08 CHF 0.09 CHF 250'000 100'000 250'000 100'000 19'681 CHF 8'872 CHF 99.37% 99.37%
07.11.2024 10.65% 0.09 CHF 0.10 CHF 250'000 100'000 250'000 100'000 22'257 CHF 9'903 CHF 96.22% 96.22%

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