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 5.29% 0.19 CHF 0.20 CHF 275'000 275'000 288'662 288'662 53'131 CHF 56'017 CHF 99.39% 99.39%
19.11.2024 7.36% 0.17 CHF 0.18 CHF 325'000 325'000 406'451 398'732 53'385 CHF 56'259 CHF 99.29% 99.29%
18.11.2024 12.63% 0.08 CHF 0.09 CHF 675'000 350'000 684'367 354'315 50'778 CHF 29'830 CHF 99.26% 99.26%
15.11.2024 14.48% 0.07 CHF 0.08 CHF 850'000 425'000 795'260 406'130 50'944 CHF 30'092 CHF 99.39% 99.39%
14.11.2024 16.21% 0.06 CHF 0.07 CHF 925'000 475'000 894'654 456'901 50'740 CHF 30'474 CHF 99.35% 99.35%
13.11.2024 14.50% 0.06 CHF 0.07 CHF 850'000 425'000 786'107 402'400 50'289 CHF 29'786 CHF 99.36% 99.36%
12.11.2024 13.01% 0.07 CHF 0.08 CHF 725'000 375'000 697'961 362'415 50'177 CHF 29'679 CHF 99.08% 99.08%
11.11.2024 11.32% 0.08 CHF 0.09 CHF 625'000 325'000 602'691 312'635 50'252 CHF 29'194 CHF 99.29% 99.29%
08.11.2024 9.73% 0.09 CHF 0.10 CHF 500'000 500'000 509'782 471'297 49'889 CHF 51'041 CHF 99.39% 99.39%
07.11.2024 7.96% 0.12 CHF 0.13 CHF 475'000 475'000 430'661 423'303 51'925 CHF 55'368 CHF 99.30% 99.30%

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