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 14.73% 0.06 CHF 0.07 CHF 600'000 200'000 600'000 200'000 38'512 CHF 14'837 CHF 99.38% 99.38%
19.11.2024 14.07% 0.07 CHF 0.08 CHF 600'000 200'000 600'000 200'000 39'905 CHF 15'302 CHF 99.37% 99.37%
18.11.2024 14.57% 0.07 CHF 0.08 CHF 600'000 200'000 600'000 200'000 38'392 CHF 14'797 CHF 99.22% 99.22%
15.11.2024 11.43% 0.07 CHF 0.08 CHF 600'000 200'000 600'000 200'000 50'043 CHF 18'681 CHF 99.37% 99.37%
14.11.2024 11.15% 0.09 CHF 0.10 CHF 600'000 200'000 600'000 200'000 50'993 CHF 18'998 CHF 99.38% 99.38%
13.11.2024 11.76% 0.08 CHF 0.09 CHF 600'000 200'000 600'000 200'000 48'043 CHF 18'014 CHF 99.37% 99.37%
12.11.2024 10.79% 0.08 CHF 0.09 CHF 600'000 200'000 600'000 200'000 52'710 CHF 19'570 CHF 99.37% 99.37%
11.11.2024 9.24% 0.10 CHF 0.11 CHF 600'000 200'000 600'000 200'000 62'078 CHF 22'693 CHF 99.37% 99.37%
08.11.2024 9.50% 0.10 CHF 0.11 CHF 600'000 200'000 600'000 200'000 60'154 CHF 22'051 CHF 99.38% 99.38%
07.11.2024 8.70% 0.11 CHF 0.12 CHF 600'000 200'000 600'000 200'000 65'933 CHF 23'978 CHF 99.28% 99.28%

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