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 10.29% 0.09 CHF 0.10 CHF 575'000 300'000 553'678 348'695 51'004 CHF 36'008 CHF 99.38% 99.38%
19.11.2024 9.93% 0.09 CHF 0.10 CHF 500'000 500'000 531'463 407'352 50'833 CHF 43'624 CHF 99.27% 99.27%
18.11.2024 8.75% 0.10 CHF 0.11 CHF 500'000 500'000 469'065 469'065 51'320 CHF 56'011 CHF 99.26% 99.26%
15.11.2024 7.50% 0.12 CHF 0.13 CHF 425'000 425'000 403'175 403'174 51'797 CHF 55'829 CHF 99.38% 99.38%
14.11.2024 6.39% 0.14 CHF 0.15 CHF 375'000 375'000 343'078 343'078 51'977 CHF 55'408 CHF 99.35% 99.35%
13.11.2024 5.66% 0.18 CHF 0.19 CHF 300'000 300'000 300'000 300'000 51'489 CHF 54'489 CHF 99.36% 99.36%
12.11.2024 5.49% 0.18 CHF 0.19 CHF 300'000 300'000 294'333 294'333 52'173 CHF 55'116 CHF 99.09% 99.09%
11.11.2024 5.16% 0.19 CHF 0.20 CHF 275'000 275'000 278'379 278'379 52'569 CHF 55'353 CHF 99.26% 99.26%
08.11.2024 5.32% 0.17 CHF 0.18 CHF 300'000 300'000 291'656 291'656 53'312 CHF 56'228 CHF 99.39% 99.39%
07.11.2024 5.14% 0.18 CHF 0.19 CHF 300'000 300'000 276'022 276'022 52'295 CHF 55'056 CHF 99.23% 99.23%

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