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 8.66% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 49'718 CHF 18'073 CHF 99.36% 99.36%
19.11.2024 8.71% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 49'412 CHF 17'971 CHF 99.38% 99.38%
18.11.2024 8.77% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 49'120 CHF 17'873 CHF 98.89% 98.89%
15.11.2024 7.60% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 57'129 CHF 20'543 CHF 99.37% 99.37%
14.11.2024 7.99% 0.12 CHF 0.13 CHF 450'000 150'000 450'000 150'000 54'074 CHF 19'525 CHF 99.37% 99.37%
13.11.2024 8.38% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 51'710 CHF 18'737 CHF 99.13% 99.13%
12.11.2024 11.97% 0.09 CHF 0.10 CHF 450'000 150'000 450'000 150'000 35'533 CHF 13'344 CHF 99.37% 99.37%
11.11.2024 16.89% 0.08 CHF 0.09 CHF 450'000 150'000 450'000 150'000 24'707 CHF 9'736 CHF 99.37% 99.37%
08.11.2024 20.10% 0.05 CHF 0.06 CHF 450'000 150'000 506'701 150'000 22'237 CHF 8'332 CHF 99.37% 99.37%
07.11.2024 21.35% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 63'250 CHF 7'825 CHF 99.30% 99.30%

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