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 4.27% 0.23 CHF 0.24 CHF 225'000 225'000 230'088 230'088 52'769 CHF 55'070 CHF 99.38% 99.38%
19.11.2024 4.41% 0.22 CHF 0.23 CHF 250'000 250'000 237'753 237'753 52'768 CHF 55'145 CHF 99.26% 99.26%
18.11.2024 5.23% 0.22 CHF 0.23 CHF 250'000 250'000 280'570 280'570 52'194 CHF 55'000 CHF 99.31% 99.31%
15.11.2024 6.18% 0.17 CHF 0.18 CHF 300'000 300'000 332'718 332'719 52'194 CHF 55'522 CHF 99.37% 99.37%
14.11.2024 8.10% 0.13 CHF 0.14 CHF 375'000 375'000 436'842 432'509 51'813 CHF 55'699 CHF 99.38% 99.38%
13.11.2024 9.27% 0.09 CHF 0.10 CHF 575'000 300'000 494'451 472'106 50'891 CHF 53'532 CHF 99.38% 99.38%
12.11.2024 9.91% 0.10 CHF 0.11 CHF 500'000 500'000 526'041 432'877 50'434 CHF 46'472 CHF 99.08% 99.08%
11.11.2024 11.11% 0.09 CHF 0.10 CHF 600'000 300'000 597'521 305'800 50'834 CHF 29'083 CHF 99.26% 99.26%
08.11.2024 10.00% 0.10 CHF 0.11 CHF 500'000 500'000 530'372 436'038 50'366 CHF 46'461 CHF 99.39% 99.39%
07.11.2024 10.27% 0.10 CHF 0.11 CHF 500'000 500'000 549'158 363'436 50'721 CHF 37'697 CHF 99.27% 99.27%

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