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 14.01% 0.06 CHF 0.07 CHF 750'000 250'000 750'000 250'000 50'028 CHF 19'176 CHF 99.38% 99.38%
19.11.2024 16.61% 0.06 CHF 0.07 CHF 750'000 250'000 750'000 250'000 41'711 CHF 16'404 CHF 99.37% 99.37%
18.11.2024 15.91% 0.06 CHF 0.07 CHF 750'000 250'000 750'000 250'000 43'581 CHF 17'027 CHF 99.38% 99.38%
15.11.2024 16.52% 0.06 CHF 0.07 CHF 750'000 250'000 750'000 250'000 41'954 CHF 16'485 CHF 99.36% 99.36%
14.11.2024 17.03% 0.06 CHF 0.07 CHF 750'000 250'000 750'000 250'000 40'598 CHF 16'033 CHF 99.38% 99.38%
13.11.2024 19.20% 0.04 CHF 0.05 CHF 750'000 250'000 750'000 250'000 35'603 CHF 14'368 CHF 99.37% 99.37%
12.11.2024 15.16% 0.06 CHF 0.07 CHF 750'000 250'000 750'000 250'000 45'805 CHF 17'768 CHF 99.16% 99.16%
11.11.2024 11.79% 0.08 CHF 0.09 CHF 750'000 250'000 747'870 249'290 59'706 CHF 22'395 CHF 99.38% 99.38%
08.11.2024 11.80% 0.08 CHF 0.09 CHF 750'000 250'000 750'000 250'000 59'833 CHF 22'444 CHF 99.38% 99.38%
07.11.2024 10.66% 0.10 CHF 0.11 CHF 600'000 200'000 643'730 214'577 57'254 CHF 21'231 CHF 98.58% 98.58%

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