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 11.50% 0.08 CHF 0.09 CHF 300'000 100'000 300'000 100'000 24'604 CHF 9'201 CHF 99.38% 99.38%
19.11.2024 12.37% 0.08 CHF 0.09 CHF 300'000 100'000 300'000 100'000 22'778 CHF 8'593 CHF 99.38% 99.38%
18.11.2024 11.32% 0.08 CHF 0.09 CHF 300'000 100'000 300'000 100'000 25'041 CHF 9'347 CHF 99.23% 99.23%
15.11.2024 9.66% 0.10 CHF 0.11 CHF 300'000 100'000 300'000 100'000 29'565 CHF 10'855 CHF 99.37% 99.37%
14.11.2024 9.03% 0.10 CHF 0.11 CHF 300'000 100'000 300'000 100'000 31'734 CHF 11'578 CHF 99.37% 99.37%
13.11.2024 10.17% 0.10 CHF 0.11 CHF 300'000 100'000 300'000 100'000 28'023 CHF 10'341 CHF 99.38% 99.38%
12.11.2024 9.56% 0.09 CHF 0.10 CHF 300'000 100'000 300'000 100'000 29'885 CHF 10'962 CHF 99.37% 99.37%
11.11.2024 8.70% 0.11 CHF 0.12 CHF 300'000 100'000 300'000 100'000 33'002 CHF 12'001 CHF 99.37% 99.37%
08.11.2024 9.29% 0.11 CHF 0.12 CHF 300'000 100'000 364'761 100'000 37'568 CHF 11'273 CHF 99.38% 99.38%
07.11.2024 8.71% 0.11 CHF 0.12 CHF 1'500'000 100'000 1'500'000 100'000 164'717 CHF 11'981 CHF 99.29% 99.29%

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