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 25.53% 0.04 CHF 0.05 CHF 210'000 210'000 97'950 97'950 3'590 CHF 4'573 CHF 99.89% 99.89%
19.11.2024 25.91% 0.03 CHF 0.04 CHF 220'000 220'000 99'186 99'186 3'426 CHF 4'422 CHF 99.94% 99.94%
18.11.2024 22.29% 0.04 CHF 0.05 CHF 210'000 210'000 79'022 79'022 3'159 CHF 3'953 CHF 99.89% 99.89%
15.11.2024 21.48% 0.04 CHF 0.05 CHF 210'000 210'000 97'397 97'397 4'139 CHF 5'124 CHF 99.90% 99.90%
14.11.2024 16.96% 0.05 CHF 0.06 CHF 210'000 210'000 86'568 86'568 4'722 CHF 5'591 CHF 100.00% 100.00%
13.11.2024 15.61% 0.06 CHF 0.07 CHF 200'000 200'000 85'914 85'914 5'179 CHF 6'042 CHF 100.00% 100.00%
12.11.2024 11.70% 0.07 CHF 0.08 CHF 200'000 200'000 84'247 84'247 6'879 CHF 7'725 CHF 99.94% 99.94%
11.11.2024 10.89% 0.09 CHF 0.10 CHF 190'000 190'000 84'760 84'760 7'612 CHF 8'463 CHF 99.89% 99.89%
08.11.2024 11.23% 0.08 CHF 0.09 CHF 190'000 190'000 84'403 84'403 7'454 CHF 8'320 CHF 99.20% 99.20%
07.11.2024 12.80% 0.09 CHF 0.10 CHF 190'000 190'000 86'127 86'127 6'733 CHF 7'598 CHF 99.72% 99.72%

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