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 8.32% 0.12 CHF 0.13 CHF 420'000 250'000 397'247 129'506 50'639 CHF 17'680 CHF 99.15% 99.15%
19.11.2024 7.79% 0.15 CHF 0.16 CHF 340'000 250'000 380'498 129'761 50'668 CHF 19'146 CHF 98.28% 98.28%
18.11.2024 11.74% 0.10 CHF 0.11 CHF 500'000 250'000 499'781 129'234 45'950 CHF 13'430 CHF 98.54% 98.54%
15.11.2024 10.04% 0.11 CHF 0.12 CHF 460'000 250'000 459'562 130'473 50'514 CHF 15'659 CHF 95.82% 95.82%
14.11.2024 14.90% 0.08 CHF 0.09 CHF 500'000 250'000 500'000 129'569 36'727 CHF 11'247 CHF 98.86% 98.86%
13.11.2024 10.76% 0.07 CHF 0.08 CHF 500'000 250'000 500'000 131'837 46'988 CHF 13'307 CHF 93.45% 93.45%
12.11.2024 12.86% 0.09 CHF 0.10 CHF 500'000 250'000 499'974 130'575 44'633 CHF 13'015 CHF 95.63% 95.63%
11.11.2024 8.66% 0.09 CHF 0.10 CHF 500'000 250'000 399'236 129'383 49'774 CHF 16'815 CHF 99.10% 99.10%
08.11.2024 7.31% 0.15 CHF 0.16 CHF 340'000 250'000 290'089 129'791 50'643 CHF 23'804 CHF 98.21% 98.21%
07.11.2024 6.66% 0.16 CHF 0.17 CHF 320'000 250'000 297'102 130'599 50'814 CHF 23'470 CHF 97.10% 97.10%

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