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 9.11% 0.10 CHF 0.11 CHF 109'727 50'000 109'357 50'000 11'476 CHF 5'747 CHF 100.00% 100.00%
19.11.2024 14.09% 0.07 CHF 0.08 CHF 111'248 50'000 111'827 50'000 7'475 CHF 3'844 CHF 99.94% 99.94%
18.11.2024 11.42% 0.08 CHF 0.09 CHF 110'927 50'000 111'054 50'000 9'204 CHF 4'645 CHF 99.64% 99.64%
15.11.2024 10.81% 0.08 CHF 0.09 CHF 111'367 50'000 111'110 50'000 9'776 CHF 4'901 CHF 93.97% 93.97%
14.11.2024 8.15% 0.12 CHF 0.13 CHF 109'249 50'000 109'109 50'000 12'888 CHF 6'407 CHF 99.44% 99.44%
13.11.2024 7.83% 0.12 CHF 0.13 CHF 108'139 50'000 108'177 49'819 13'391 CHF 6'668 CHF 98.88% 98.88%
12.11.2024 6.46% 0.14 CHF 0.15 CHF 106'844 50'000 106'037 50'000 15'900 CHF 7'998 CHF 97.96% 97.96%
11.11.2024 5.44% 0.17 CHF 0.18 CHF 104'575 50'000 104'212 50'000 18'648 CHF 9'449 CHF 77.73% 77.73%
08.11.2024 5.18% 0.18 CHF 0.19 CHF 103'665 50'000 102'857 50'000 19'337 CHF 9'901 CHF 88.69% 88.69%
07.11.2024 5.06% 0.19 CHF 0.20 CHF 102'504 50'000 102'623 48'703 20'355 CHF 10'160 CHF 99.06% 99.06%

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