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 10.18% 0.08 CHF 0.09 CHF 750'000 250'000 750'000 250'000 70'240 CHF 25'913 CHF 99.17% 99.17%
19.11.2024 11.28% 0.09 CHF 0.10 CHF 750'000 250'000 750'000 250'000 63'102 CHF 23'534 CHF 99.16% 99.16%
18.11.2024 9.80% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 73'105 CHF 26'868 CHF 99.23% 99.23%
15.11.2024 8.18% 0.11 CHF 0.12 CHF 750'000 250'000 750'000 250'000 88'048 CHF 31'849 CHF 99.17% 99.17%
14.11.2024 6.78% 0.13 CHF 0.14 CHF 750'000 250'000 750'000 250'000 107'124 CHF 38'208 CHF 99.16% 99.16%
13.11.2024 6.66% 0.15 CHF 0.16 CHF 750'000 250'000 750'000 250'000 109'011 CHF 38'837 CHF 99.16% 99.16%
12.11.2024 6.43% 0.15 CHF 0.16 CHF 750'000 250'000 750'000 250'000 112'933 CHF 40'144 CHF 99.16% 99.16%
11.11.2024 5.74% 0.17 CHF 0.18 CHF 750'000 250'000 750'000 250'000 127'046 CHF 44'849 CHF 99.16% 99.16%
08.11.2024 6.06% 0.16 CHF 0.17 CHF 750'000 250'000 750'000 250'000 120'070 CHF 42'524 CHF 99.16% 99.16%
07.11.2024 6.10% 0.16 CHF 0.17 CHF 750'000 250'000 750'000 250'000 119'335 CHF 42'278 CHF 98.27% 98.27%

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