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 10.68% 0.08 CHF 0.09 CHF 250'000 100'000 250'000 100'000 22'271 CHF 9'908 CHF 99.16% 99.16%
19.11.2024 10.82% 0.09 CHF 0.10 CHF 250'000 100'000 250'000 100'000 21'981 CHF 9'792 CHF 99.00% 99.17%
18.11.2024 10.61% 0.10 CHF 0.11 CHF 250'000 100'000 250'000 100'000 22'399 CHF 9'959 CHF 99.20% 99.20%
15.11.2024 8.95% 0.10 CHF 0.11 CHF 250'000 100'000 250'000 100'000 26'741 CHF 11'696 CHF 99.17% 99.17%
14.11.2024 8.35% 0.11 CHF 0.12 CHF 250'000 100'000 250'000 100'000 28'734 CHF 12'494 CHF 99.16% 99.16%
13.11.2024 8.15% 0.11 CHF 0.12 CHF 250'000 100'000 250'000 100'000 29'581 CHF 12'832 CHF 99.16% 99.16%
12.11.2024 6.80% 0.13 CHF 0.14 CHF 250'000 100'000 250'000 100'000 35'614 CHF 15'246 CHF 99.17% 99.17%
11.11.2024 6.16% 0.15 CHF 0.16 CHF 250'000 100'000 250'000 100'000 39'382 CHF 16'753 CHF 99.17% 99.17%
08.11.2024 6.33% 0.14 CHF 0.15 CHF 250'000 100'000 250'000 100'000 38'354 CHF 16'341 CHF 99.16% 99.16%
07.11.2024 5.49% 0.17 CHF 0.18 CHF 250'000 100'000 250'000 100'000 44'344 CHF 18'738 CHF 98.06% 98.06%

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