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 23.70% 0.04 CHF 0.05 CHF 420'000 420'000 183'692 183'692 7'109 CHF 8'954 CHF 99.89% 99.89%
19.11.2024 25.13% 0.04 CHF 0.05 CHF 440'000 440'000 192'417 192'417 6'885 CHF 8'818 CHF 99.94% 99.94%
18.11.2024 21.82% 0.04 CHF 0.05 CHF 420'000 420'000 153'224 153'224 6'233 CHF 7'773 CHF 99.89% 99.89%
15.11.2024 21.48% 0.04 CHF 0.05 CHF 420'000 420'000 187'468 187'468 7'969 CHF 9'863 CHF 99.90% 99.90%
14.11.2024 17.14% 0.05 CHF 0.06 CHF 420'000 420'000 171'039 171'039 9'177 CHF 10'895 CHF 100.00% 100.00%
13.11.2024 16.56% 0.06 CHF 0.07 CHF 400'000 400'000 170'661 170'661 9'717 CHF 11'432 CHF 100.00% 100.00%
12.11.2024 12.93% 0.06 CHF 0.07 CHF 400'000 400'000 170'416 170'416 12'478 CHF 14'190 CHF 99.94% 99.94%
11.11.2024 12.17% 0.08 CHF 0.09 CHF 380'000 380'000 171'094 171'094 13'595 CHF 15'313 CHF 99.89% 99.89%
08.11.2024 12.74% 0.07 CHF 0.08 CHF 380'000 380'000 162'738 162'738 12'820 CHF 14'495 CHF 99.20% 99.20%
07.11.2024 13.62% 0.08 CHF 0.09 CHF 380'000 380'000 172'274 172'274 12'475 CHF 14'205 CHF 99.72% 99.72%

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