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 23.82% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 250'000 28'109 CHF 11'870 CHF 99.38% 99.38%
19.11.2024 26.24% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 250'000 25'249 CHF 10'917 CHF 99.38% 99.38%
18.11.2024 22.56% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 250'000 30'089 CHF 12'530 CHF 99.37% 99.37%
15.11.2024 16.98% 0.05 CHF 0.06 CHF 750'000 250'000 750'000 250'000 40'739 CHF 16'080 CHF 99.34% 99.34%
14.11.2024 13.71% 0.07 CHF 0.08 CHF 750'000 250'000 750'000 250'000 51'141 CHF 19'547 CHF 99.37% 99.37%
13.11.2024 15.01% 0.06 CHF 0.07 CHF 750'000 250'000 750'000 250'000 46'366 CHF 17'955 CHF 99.38% 99.38%
12.11.2024 15.63% 0.06 CHF 0.07 CHF 750'000 250'000 750'000 250'000 44'567 CHF 17'356 CHF 99.15% 99.15%
11.11.2024 14.33% 0.06 CHF 0.07 CHF 750'000 250'000 750'000 250'000 48'861 CHF 18'787 CHF 99.13% 99.13%
08.11.2024 13.59% 0.07 CHF 0.08 CHF 750'000 250'000 750'000 250'000 51'546 CHF 19'682 CHF 99.38% 99.38%
07.11.2024 13.30% 0.07 CHF 0.08 CHF 750'000 250'000 750'000 250'000 52'665 CHF 20'055 CHF 98.56% 98.56%

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