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 12.12% 0.07 CHF 0.08 CHF 750'000 250'000 750'000 250'000 58'355 CHF 21'952 CHF 99.37% 99.37%
19.11.2024 12.56% 0.07 CHF 0.08 CHF 750'000 250'000 750'000 250'000 56'216 CHF 21'239 CHF 99.38% 99.38%
18.11.2024 11.02% 0.07 CHF 0.08 CHF 750'000 250'000 750'000 250'000 64'982 CHF 24'161 CHF 99.37% 99.37%
15.11.2024 9.07% 0.09 CHF 0.10 CHF 750'000 250'000 750'000 250'000 79'230 CHF 28'910 CHF 99.35% 99.35%
14.11.2024 7.80% 0.12 CHF 0.13 CHF 750'000 250'000 750'000 250'000 92'489 CHF 33'330 CHF 99.37% 99.37%
13.11.2024 8.13% 0.12 CHF 0.13 CHF 750'000 250'000 750'000 250'000 88'607 CHF 32'036 CHF 99.38% 99.38%
12.11.2024 8.29% 0.11 CHF 0.12 CHF 750'000 250'000 748'957 249'652 86'876 CHF 31'455 CHF 99.15% 99.15%
11.11.2024 7.93% 0.12 CHF 0.13 CHF 750'000 250'000 750'000 250'000 90'831 CHF 32'777 CHF 99.13% 99.13%
08.11.2024 7.84% 0.12 CHF 0.13 CHF 750'000 250'000 743'864 247'955 91'209 CHF 32'883 CHF 99.38% 99.38%
07.11.2024 7.53% 0.13 CHF 0.14 CHF 750'000 250'000 697'932 232'644 89'119 CHF 32'033 CHF 98.56% 98.56%

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