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 13.33% 0.07 CHF 0.08 CHF 250'000 100'000 250'000 100'000 17'500 CHF 8'000 CHF 99.38% 99.38%
19.11.2024 13.16% 0.07 CHF 0.08 CHF 250'000 100'000 250'000 100'450 17'776 CHF 8'146 CHF 99.38% 99.38%
18.11.2024 11.76% 0.08 CHF 0.09 CHF 250'000 100'000 250'000 100'000 20'000 CHF 9'000 CHF 99.37% 99.37%
15.11.2024 10.23% 0.08 CHF 0.09 CHF 250'000 100'000 250'000 100'000 23'283 CHF 10'313 CHF 99.36% 99.36%
14.11.2024 9.87% 0.10 CHF 0.11 CHF 250'000 100'000 250'000 100'000 24'149 CHF 10'659 CHF 99.38% 99.38%
13.11.2024 10.53% 0.09 CHF 0.10 CHF 250'000 100'000 250'000 100'000 22'487 CHF 9'995 CHF 99.38% 99.38%
12.11.2024 10.61% 0.09 CHF 0.10 CHF 250'000 100'000 250'000 100'000 22'348 CHF 9'939 CHF 99.15% 99.15%
11.11.2024 9.50% 0.10 CHF 0.11 CHF 250'000 100'000 250'000 100'000 25'073 CHF 11'029 CHF 99.38% 99.38%
08.11.2024 9.65% 0.10 CHF 0.11 CHF 250'000 100'000 250'000 100'000 24'673 CHF 10'869 CHF 99.38% 99.38%
07.11.2024 8.77% 0.11 CHF 0.12 CHF 250'000 100'000 250'000 99'971 27'269 CHF 11'904 CHF 96.22% 96.22%

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