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 16.27% 0.07 CHF 0.08 CHF 450'000 150'000 450'000 150'000 26'317 CHF 10'272 CHF 98.68% 98.68%
19.11.2024 18.34% 0.05 CHF 0.06 CHF 450'000 150'000 450'000 150'000 22'552 CHF 9'017 CHF 99.38% 99.38%
18.11.2024 20.89% 0.04 CHF 0.05 CHF 450'000 150'000 450'000 150'000 19'480 CHF 7'993 CHF 99.26% 99.26%
15.11.2024 16.91% 0.04 CHF 0.05 CHF 450'000 150'000 450'000 150'000 24'857 CHF 9'786 CHF 99.38% 99.38%
14.11.2024 15.63% 0.05 CHF 0.06 CHF 450'000 150'000 450'000 150'000 26'660 CHF 10'387 CHF 99.37% 99.37%
13.11.2024 13.03% 0.07 CHF 0.08 CHF 450'000 150'000 450'000 150'000 32'372 CHF 12'291 CHF 99.37% 99.37%
12.11.2024 13.44% 0.07 CHF 0.08 CHF 450'000 150'000 450'000 150'000 31'264 CHF 11'921 CHF 99.38% 99.38%
11.11.2024 15.27% 0.05 CHF 0.06 CHF 450'000 150'000 450'000 150'000 27'565 CHF 10'688 CHF 99.38% 99.38%
08.11.2024 10.91% 0.08 CHF 0.09 CHF 450'000 150'000 450'000 150'000 39'288 CHF 14'596 CHF 99.38% 99.38%
07.11.2024 13.70% 0.07 CHF 0.08 CHF 450'000 150'000 450'000 150'000 31'011 CHF 11'837 CHF 98.38% 98.38%

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