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 22.22% 0.04 CHF 0.05 CHF 250'000 200'000 250'000 177'400 10'000 CHF 8'870 CHF 99.37% 99.37%
19.11.2024 21.92% 0.04 CHF 0.05 CHF 250'000 150'000 250'000 179'477 10'189 CHF 9'087 CHF 99.38% 99.38%
18.11.2024 18.49% 0.05 CHF 0.06 CHF 250'000 150'000 250'000 150'000 12'307 CHF 8'884 CHF 99.37% 99.37%
15.11.2024 17.08% 0.05 CHF 0.06 CHF 250'000 150'000 250'000 150'000 13'483 CHF 9'590 CHF 99.36% 99.36%
14.11.2024 15.79% 0.06 CHF 0.07 CHF 250'000 150'000 250'000 150'000 14'635 CHF 10'281 CHF 99.38% 99.38%
13.11.2024 18.17% 0.05 CHF 0.06 CHF 250'000 150'000 250'000 150'000 12'506 CHF 9'004 CHF 99.38% 99.38%
12.11.2024 17.82% 0.05 CHF 0.06 CHF 250'000 150'000 250'000 150'000 12'823 CHF 9'194 CHF 99.15% 99.15%
11.11.2024 15.38% 0.06 CHF 0.07 CHF 250'000 150'000 250'000 150'000 15'000 CHF 10'500 CHF 99.38% 99.38%
08.11.2024 15.38% 0.06 CHF 0.07 CHF 250'000 150'000 250'000 150'000 15'000 CHF 10'500 CHF 99.37% 99.37%
07.11.2024 13.87% 0.07 CHF 0.08 CHF 250'000 150'000 250'000 150'000 16'844 CHF 11'607 CHF 96.22% 96.22%

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