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 25.87% 0.04 CHF 0.05 CHF 170'000 170'000 79'857 79'857 2'816 CHF 3'618 CHF 99.89% 99.89%
19.11.2024 28.54% 0.03 CHF 0.04 CHF 180'000 180'000 83'432 83'432 2'591 CHF 3'429 CHF 99.94% 99.94%
18.11.2024 22.91% 0.04 CHF 0.05 CHF 170'000 170'000 64'692 64'692 2'488 CHF 3'138 CHF 99.89% 99.89%
15.11.2024 22.48% 0.04 CHF 0.05 CHF 170'000 170'000 79'005 79'005 3'187 CHF 3'985 CHF 99.90% 99.90%
14.11.2024 17.49% 0.05 CHF 0.06 CHF 170'000 170'000 70'816 70'816 3'721 CHF 4'432 CHF 100.00% 100.00%
13.11.2024 17.26% 0.06 CHF 0.07 CHF 160'000 160'000 69'132 69'132 3'782 CHF 4'477 CHF 100.00% 100.00%
12.11.2024 12.10% 0.06 CHF 0.07 CHF 160'000 160'000 70'990 70'990 5'522 CHF 6'235 CHF 99.94% 99.94%
11.11.2024 11.94% 0.09 CHF 0.10 CHF 160'000 160'000 70'499 70'499 5'723 CHF 6'431 CHF 99.89% 99.89%
08.11.2024 12.17% 0.07 CHF 0.08 CHF 160'000 160'000 70'261 70'261 5'708 CHF 6'427 CHF 98.90% 98.90%
07.11.2024 13.72% 0.08 CHF 0.09 CHF 160'000 160'000 72'059 72'059 5'220 CHF 5'943 CHF 99.72% 99.72%

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