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 8.40% 0.10 CHF 0.11 CHF 500'000 500'000 449'087 443'254 51'237 CHF 55'120 CHF 99.46% 99.46%
19.11.2024 7.32% 0.13 CHF 0.14 CHF 375'000 375'000 391'353 391'352 51'527 CHF 55'440 CHF 98.76% 98.76%
18.11.2024 8.24% 0.13 CHF 0.14 CHF 425'000 425'000 440'120 440'120 51'198 CHF 55'599 CHF 99.29% 99.29%
15.11.2024 7.44% 0.14 CHF 0.15 CHF 350'000 350'000 397'577 397'577 51'510 CHF 55'486 CHF 99.36% 99.36%
14.11.2024 6.98% 0.13 CHF 0.14 CHF 375'000 375'000 378'027 378'027 52'321 CHF 56'101 CHF 99.29% 99.29%
13.11.2024 9.01% 0.12 CHF 0.13 CHF 400'000 400'000 434'326 431'506 46'224 CHF 50'242 CHF 94.55% 94.55%
12.11.2024 6.57% 0.12 CHF 0.13 CHF 188'000 188'000 176'105 176'105 25'938 CHF 27'699 CHF 98.86% 98.86%
11.11.2024 8.82% 0.16 CHF 0.17 CHF 150'000 150'000 231'055 223'606 25'054 CHF 26'592 CHF 99.33% 99.33%
08.11.2024 10.76% 0.10 CHF 0.11 CHF 250'000 250'000 289'802 168'339 25'490 CHF 16'781 CHF 99.41% 99.41%
07.11.2024 10.49% 0.09 CHF 0.10 CHF 288'000 150'000 284'418 155'238 25'700 CHF 15'603 CHF 98.79% 98.79%

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