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 7.21% 0.13 CHF 0.14 CHF 109'456 50'000 109'466 50'000 14'650 CHF 7'192 CHF 100.00% 100.00%
19.11.2024 9.84% 0.10 CHF 0.11 CHF 111'120 50'000 111'694 50'000 10'851 CHF 5'359 CHF 70.65% 70.65%
18.11.2024 8.52% 0.11 CHF 0.12 CHF 111'523 50'000 111'147 50'000 12'518 CHF 6'132 CHF 99.64% 99.64%
15.11.2024 8.24% 0.11 CHF 0.12 CHF 111'265 50'000 111'105 50'000 12'966 CHF 6'336 CHF 100.00% 100.00%
14.11.2024 6.62% 0.15 CHF 0.16 CHF 109'011 50'000 109'087 50'000 15'955 CHF 7'814 CHF 99.44% 99.44%
13.11.2024 6.50% 0.15 CHF 0.16 CHF 108'146 50'000 108'128 49'819 16'320 CHF 8'023 CHF 98.88% 98.88%
12.11.2024 5.47% 0.17 CHF 0.18 CHF 107'168 50'000 106'351 50'000 18'938 CHF 9'404 CHF 97.96% 97.96%
11.11.2024 4.70% 0.20 CHF 0.21 CHF 104'524 50'000 104'189 50'000 21'652 CHF 10'892 CHF 77.73% 77.73%
08.11.2024 4.50% 0.21 CHF 0.22 CHF 103'507 50'000 102'731 50'000 22'332 CHF 11'370 CHF 88.69% 88.69%
07.11.2024 4.52% 0.22 CHF 0.23 CHF 102'313 50'000 102'545 48'703 23'302 CHF 11'576 CHF 99.06% 99.06%

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