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 9.19% 0.10 CHF 0.11 CHF 500'000 500'000 490'878 490'878 51'047 CHF 55'956 CHF 99.37% 99.37%
19.11.2024 9.51% 0.10 CHF 0.11 CHF 500'000 500'000 497'125 497'125 49'786 CHF 54'757 CHF 99.28% 99.28%
18.11.2024 9.16% 0.11 CHF 0.12 CHF 475'000 475'000 487'405 487'405 50'845 CHF 55'719 CHF 99.27% 99.27%
15.11.2024 8.70% 0.11 CHF 0.12 CHF 475'000 475'000 476'012 476'012 52'307 CHF 57'068 CHF 99.39% 99.39%
14.11.2024 9.52% 0.10 CHF 0.11 CHF 500'000 500'000 499'283 499'283 49'969 CHF 54'962 CHF 99.36% 99.36%
13.11.2024 8.61% 0.11 CHF 0.12 CHF 475'000 475'000 466'133 466'133 51'817 CHF 56'478 CHF 99.36% 99.36%
12.11.2024 8.72% 0.11 CHF 0.12 CHF 475'000 475'000 473'334 473'334 51'897 CHF 56'631 CHF 99.04% 99.04%
11.11.2024 8.61% 0.11 CHF 0.12 CHF 475'000 475'000 463'292 463'291 51'496 CHF 56'129 CHF 99.24% 99.24%
08.11.2024 9.55% 0.10 CHF 0.11 CHF 500'000 500'000 502'393 493'619 50'089 CHF 54'220 CHF 99.38% 99.38%
07.11.2024 10.33% 0.09 CHF 0.10 CHF 575'000 300'000 561'532 327'010 51'556 CHF 33'514 CHF 99.27% 99.27%

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