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 17.96% 0.05 CHF 0.06 CHF 750'000 250'000 750'000 250'000 38'096 CHF 15'199 CHF 99.38% 99.38%
19.11.2024 18.06% 0.05 CHF 0.06 CHF 750'000 250'000 750'000 250'000 37'838 CHF 15'113 CHF 99.37% 99.37%
18.11.2024 15.78% 0.05 CHF 0.06 CHF 750'000 250'000 750'000 250'000 44'276 CHF 17'259 CHF 99.37% 99.37%
15.11.2024 12.35% 0.07 CHF 0.08 CHF 750'000 250'000 750'000 250'000 57'221 CHF 21'574 CHF 99.34% 99.34%
14.11.2024 10.19% 0.09 CHF 0.10 CHF 750'000 250'000 750'000 250'000 69'989 CHF 25'830 CHF 99.37% 99.37%
13.11.2024 10.78% 0.09 CHF 0.10 CHF 750'000 250'000 750'000 250'000 65'944 CHF 24'481 CHF 99.38% 99.38%
12.11.2024 10.92% 0.08 CHF 0.09 CHF 750'000 250'000 750'000 250'000 65'215 CHF 24'238 CHF 99.15% 99.15%
11.11.2024 10.52% 0.09 CHF 0.10 CHF 750'000 250'000 750'000 250'000 67'546 CHF 25'015 CHF 99.13% 99.13%
08.11.2024 10.35% 0.09 CHF 0.10 CHF 750'000 250'000 750'000 250'000 68'835 CHF 25'445 CHF 99.38% 99.38%
07.11.2024 9.76% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 73'268 CHF 26'923 CHF 98.56% 98.56%

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