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 12.19% 0.08 CHF 0.09 CHF 50'000 50'000 52'594 52'594 4'044 CHF 4'570 CHF 99.96% 99.96%
19.11.2024 12.61% 0.08 CHF 0.09 CHF 50'000 50'000 53'551 53'550 3'973 CHF 4'508 CHF 99.81% 99.81%
18.11.2024 10.80% 0.09 CHF 0.10 CHF 50'000 50'000 50'000 50'000 4'394 CHF 4'894 CHF 99.90% 99.90%
15.11.2024 8.16% 0.10 CHF 0.11 CHF 50'000 50'000 50'000 50'000 5'901 CHF 6'401 CHF 100.00% 100.00%
14.11.2024 6.31% 0.15 CHF 0.16 CHF 50'000 50'000 32'825 32'827 4'982 CHF 5'311 CHF 99.65% 99.65%
13.11.2024 6.12% 0.17 CHF 0.18 CHF 25'000 25'000 32'283 32'283 5'072 CHF 5'394 CHF 99.94% 99.94%
12.11.2024 5.09% 0.19 CHF 0.20 CHF 25'000 25'000 25'000 25'000 4'786 CHF 5'036 CHF 99.82% 99.82%
11.11.2024 4.36% 0.22 CHF 0.23 CHF 25'000 25'000 25'000 25'000 5'611 CHF 5'861 CHF 99.81% 99.81%
08.11.2024 5.15% 0.20 CHF 0.21 CHF 25'000 25'000 25'000 25'000 4'732 CHF 4'982 CHF 99.88% 99.88%
07.11.2024 6.04% 0.17 CHF 0.18 CHF 25'000 25'000 32'796 32'796 5'165 CHF 5'493 CHF 99.88% 99.88%

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