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 16.12% 0.06 CHF 0.07 CHF 420'000 420'000 188'758 188'758 11'238 CHF 13'134 CHF 99.89% 99.89%
19.11.2024 16.84% 0.06 CHF 0.07 CHF 440'000 440'000 193'744 193'744 10'848 CHF 12'795 CHF 99.94% 99.94%
18.11.2024 14.90% 0.06 CHF 0.07 CHF 420'000 420'000 154'183 154'183 9'611 CHF 11'161 CHF 99.89% 99.89%
15.11.2024 14.78% 0.06 CHF 0.07 CHF 420'000 420'000 187'468 187'468 12'090 CHF 13'984 CHF 99.90% 99.90%
14.11.2024 12.05% 0.07 CHF 0.08 CHF 420'000 420'000 172'971 172'971 13'636 CHF 15'374 CHF 100.00% 100.00%
13.11.2024 11.64% 0.08 CHF 0.09 CHF 400'000 400'000 171'735 171'735 14'302 CHF 16'027 CHF 100.00% 100.00%
12.11.2024 9.36% 0.09 CHF 0.10 CHF 400'000 400'000 170'878 170'878 17'665 CHF 19'382 CHF 99.94% 99.94%
11.11.2024 8.78% 0.12 CHF 0.13 CHF 380'000 380'000 170'634 170'634 19'143 CHF 20'856 CHF 99.90% 99.90%
08.11.2024 9.14% 0.11 CHF 0.12 CHF 380'000 380'000 165'027 165'027 18'444 CHF 20'138 CHF 98.90% 98.90%
07.11.2024 9.68% 0.11 CHF 0.12 CHF 380'000 380'000 172'198 172'198 17'858 CHF 19'587 CHF 99.72% 99.72%

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