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 13.82% 0.06 CHF 0.07 CHF 750'000 250'000 750'000 250'000 50'737 CHF 19'412 CHF 99.37% 99.37%
19.11.2024 13.88% 0.07 CHF 0.08 CHF 750'000 250'000 750'000 250'000 50'503 CHF 19'334 CHF 99.38% 99.38%
18.11.2024 12.54% 0.06 CHF 0.07 CHF 750'000 250'000 750'000 250'000 56'588 CHF 21'363 CHF 99.37% 99.37%
15.11.2024 10.72% 0.08 CHF 0.09 CHF 750'000 250'000 750'000 250'000 66'330 CHF 24'610 CHF 99.34% 99.34%
14.11.2024 9.39% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 76'188 CHF 27'896 CHF 99.37% 99.37%
13.11.2024 9.52% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 74'999 CHF 27'500 CHF 99.38% 99.38%
12.11.2024 9.94% 0.09 CHF 0.10 CHF 750'000 250'000 750'000 250'000 71'864 CHF 26'455 CHF 99.16% 99.16%
11.11.2024 9.55% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 74'795 CHF 27'432 CHF 99.13% 99.13%
08.11.2024 9.49% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 75'299 CHF 27'600 CHF 99.38% 99.38%
07.11.2024 9.24% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 77'603 CHF 28'368 CHF 98.56% 98.56%

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