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 10.90% 0.09 CHF 0.10 CHF 420'000 420'000 188'156 188'156 17'023 CHF 18'912 CHF 99.89% 99.89%
19.11.2024 11.28% 0.09 CHF 0.10 CHF 440'000 440'000 193'545 193'545 16'699 CHF 18'644 CHF 99.94% 99.94%
18.11.2024 10.19% 0.09 CHF 0.10 CHF 420'000 420'000 154'184 154'184 14'467 CHF 16'016 CHF 99.89% 99.89%
15.11.2024 10.15% 0.09 CHF 0.10 CHF 420'000 420'000 187'469 187'469 18'120 CHF 20'013 CHF 99.90% 99.90%
14.11.2024 8.44% 0.11 CHF 0.12 CHF 420'000 420'000 173'506 173'506 19'970 CHF 21'713 CHF 100.00% 100.00%
13.11.2024 8.17% 0.12 CHF 0.13 CHF 400'000 400'000 171'829 171'829 20'751 CHF 22'477 CHF 100.00% 100.00%
12.11.2024 6.75% 0.13 CHF 0.14 CHF 400'000 400'000 170'537 170'537 24'834 CHF 26'547 CHF 99.94% 99.94%
11.11.2024 6.32% 0.16 CHF 0.17 CHF 380'000 380'000 169'820 169'820 26'815 CHF 28'521 CHF 99.89% 99.89%
08.11.2024 6.51% 0.15 CHF 0.16 CHF 360'000 360'000 157'430 157'430 24'973 CHF 26'586 CHF 98.90% 98.90%
07.11.2024 6.86% 0.16 CHF 0.17 CHF 380'000 380'000 172'248 172'248 25'531 CHF 27'261 CHF 99.71% 99.71%

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