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 16.91% 0.05 CHF 0.06 CHF 750'000 250'000 750'000 250'000 40'978 CHF 16'159 CHF 99.17% 99.17%
19.11.2024 19.33% 0.05 CHF 0.06 CHF 750'000 250'000 750'000 250'000 35'618 CHF 14'373 CHF 99.16% 99.16%
18.11.2024 15.93% 0.06 CHF 0.07 CHF 750'000 250'000 750'000 250'000 43'808 CHF 17'103 CHF 99.23% 99.23%
15.11.2024 11.99% 0.07 CHF 0.08 CHF 750'000 250'000 750'000 250'000 58'913 CHF 22'138 CHF 99.17% 99.17%
14.11.2024 9.13% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 78'531 CHF 28'677 CHF 99.16% 99.16%
13.11.2024 9.07% 0.11 CHF 0.12 CHF 750'000 250'000 750'000 250'000 79'097 CHF 28'866 CHF 99.16% 99.16%
12.11.2024 8.72% 0.11 CHF 0.12 CHF 750'000 250'000 750'000 250'000 82'236 CHF 29'912 CHF 99.16% 99.16%
11.11.2024 7.48% 0.13 CHF 0.14 CHF 750'000 250'000 750'000 250'000 96'628 CHF 34'709 CHF 99.16% 99.16%
08.11.2024 8.19% 0.12 CHF 0.13 CHF 750'000 250'000 750'000 250'000 87'916 CHF 31'805 CHF 99.16% 99.16%
07.11.2024 8.09% 0.12 CHF 0.13 CHF 750'000 250'000 750'000 250'000 89'045 CHF 32'182 CHF 98.26% 98.26%

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