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 15.34% 0.06 CHF 0.07 CHF 850'000 425'000 842'659 422'793 50'728 CHF 29'681 CHF 99.38% 99.38%
19.11.2024 14.78% 0.06 CHF 0.07 CHF 850'000 425'000 794'275 406'961 49'730 CHF 29'571 CHF 99.09% 99.09%
18.11.2024 13.99% 0.07 CHF 0.08 CHF 775'000 400'000 757'604 391'777 50'361 CHF 29'964 CHF 99.28% 99.28%
15.11.2024 13.30% 0.07 CHF 0.08 CHF 725'000 375'000 718'650 372'784 50'450 CHF 29'898 CHF 99.38% 99.38%
14.11.2024 11.04% 0.08 CHF 0.09 CHF 675'000 350'000 586'373 321'676 50'080 CHF 30'913 CHF 97.95% 97.95%
13.11.2024 9.76% 0.10 CHF 0.11 CHF 250'000 250'000 482'968 427'459 47'017 CHF 46'263 CHF 91.76% 91.76%
12.11.2024 9.38% 0.10 CHF 0.11 CHF 500'000 500'000 492'802 492'802 50'104 CHF 55'032 CHF 99.09% 99.09%
11.11.2024 8.75% 0.12 CHF 0.13 CHF 425'000 425'000 474'491 474'491 51'862 CHF 56'607 CHF 99.22% 99.22%
08.11.2024 9.62% 0.11 CHF 0.12 CHF 475'000 475'000 517'190 441'590 51'168 CHF 48'792 CHF 99.39% 99.39%
07.11.2024 12.74% 0.08 CHF 0.09 CHF 675'000 350'000 686'209 356'439 50'418 CHF 29'756 CHF 99.27% 99.27%

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